+1,654.8%
WULF vs NI
+2,581.2%
-926.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -3.6% | -1.4% | -2.2% | -3.3% |
| 3M | -30.4% | -10.6% | -19.8% | -29.0% |
| 6M | +12.5% | -9.9% | +22.4% | +14.5% |
| YTD | +40.5% | +1.2% | +39.3% | +40.4% |
| 1Y | +53.0% | +4.4% | +48.6% | +52.1% |
| 3Y | +796.7% | +68.6% | +728.1% | +729.2% |
| 5Y | -30.9% | +98.0% | -128.9% | -37.8% |
| 10Y | +76.1% | +143.6% | -67.5% | +53.5% |
| All | +1,654.8% | +2,581.2% | -926.5% | +1,108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling