-34.9%
WULF vs NET
+112.9%
-147.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.6% |
| 7D | +7.6% | -7.0% | +14.5% | +10.9% |
| 30D | -8.6% | -4.8% | -3.8% | -7.9% |
| 3M | -37.0% | +3.8% | -40.8% | -39.2% |
| 6M | +7.4% | +50.0% | -42.6% | -17.1% |
| YTD | +43.7% | +41.5% | +2.2% | +12.1% |
| 1Y | +86.1% | +32.8% | +53.3% | +49.1% |
| 3Y | +733.8% | +335.9% | +398.0% | +280.6% |
| All | -34.9% | +112.9% | -147.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling