-22.1%
WULF vs NOC
-7.1%
-15.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.5% | -2.1% | -6.9% |
| 7D | -12.8% | -5.0% | -7.9% | -13.1% |
| 30D | -20.9% | +10.3% | -31.2% | -20.4% |
| 3M | -38.0% | -4.3% | -33.7% | -37.7% |
| 6M | -47.5% | -6.5% | -41.0% | -46.4% |
| YTD | +1.8% | -6.7% | +8.6% | -4.4% |
| 1Y | -22.1% | -7.5% | -14.6% | -26.9% |
| All | -22.1% | -7.1% | -15.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling