-24.7%
WULF vs NI
+96.9%
-121.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | -34.0% | -10.6% | -23.4% | -30.3% |
| 6M | +10.0% | -9.3% | +19.3% | +15.2% |
| YTD | +45.7% | +1.1% | +44.6% | +45.2% |
| 1Y | +57.3% | +3.4% | +54.0% | +54.9% |
| 3Y | +878.9% | +67.9% | +811.1% | +680.1% |
| All | -24.7% | +96.9% | -121.7% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling