+1,762.4%
WULF vs NOC
+5,780.8%
-4,018.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | +15.6% | -1.6% | +17.2% | +15.7% |
| 30D | +5.7% | -10.4% | +16.1% | +6.5% |
| 3M | -32.3% | -5.6% | -26.7% | -32.1% |
| 6M | +23.7% | -30.4% | +54.1% | +26.6% |
| YTD | +49.1% | -8.5% | +57.6% | +49.7% |
| 1Y | +66.3% | -8.3% | +74.6% | +67.0% |
| 3Y | +851.7% | +28.2% | +823.4% | +823.6% |
| 5Y | -30.9% | +56.7% | -87.6% | -35.2% |
| 10Y | +86.9% | +189.3% | -102.4% | +62.1% |
| All | +1,762.4% | +5,780.8% | -4,018.4% | +1,383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling