+122.8%
WULF vs NET
+1,381.0%
-1,258.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.6% | -4.1% | -5.7% |
| 7D | -12.8% | -16.4% | +3.5% | -6.7% |
| 30D | -20.9% | -25.8% | +5.0% | -11.5% |
| 3M | -38.0% | -11.5% | -26.5% | -36.2% |
| 6M | -47.5% | +18.9% | -66.4% | -52.9% |
| YTD | +1.8% | +35.2% | -33.4% | -15.6% |
| 1Y | -22.1% | +14.5% | -36.5% | -30.8% |
| 3Y | +917.4% | +313.8% | +603.6% | +459.8% |
| 5Y | -53.1% | +32.6% | -85.6% | -71.6% |
| All | +122.8% | +1,381.0% | -1,258.2% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling