+82.7%
WULF vs NOC
+192.5%
-109.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | +0.8% | +0.6% | +1.4% |
| 30D | -2.6% | -9.7% | +7.1% | -2.9% |
| 3M | -34.0% | -5.6% | -28.3% | -34.0% |
| 6M | +10.0% | -28.6% | +38.6% | +9.6% |
| YTD | +45.7% | -7.9% | +53.6% | +45.7% |
| 1Y | +57.3% | -9.5% | +66.9% | +57.3% |
| 3Y | +878.9% | +28.4% | +850.6% | +883.7% |
| 5Y | -28.3% | +59.0% | -87.3% | -31.0% |
| All | +82.7% | +192.5% | -109.8% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling