+82.7%
WULF vs NI
+143.3%
-60.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | 0.0% | +1.3% | +1.4% |
| 30D | -2.6% | -1.4% | -1.2% | -2.1% |
| 3M | -34.0% | -10.6% | -23.4% | -31.7% |
| 6M | +10.0% | -9.3% | +19.3% | +13.3% |
| YTD | +45.7% | +1.1% | +44.6% | +45.6% |
| 1Y | +57.3% | +3.4% | +54.0% | +56.1% |
| 3Y | +878.9% | +67.9% | +811.1% | +756.0% |
| 5Y | -28.3% | +98.0% | -126.3% | -39.9% |
| All | +82.7% | +143.3% | -60.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling