-34.4%
WULF vs NRG
-51.3%
+16.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.2% | -10.6% | -11.0% |
| 7D | -20.9% | -17.0% | -3.9% | -7.3% |
| 30D | -32.7% | -21.9% | -10.8% | -16.5% |
| 3M | -44.2% | -32.9% | -11.3% | -21.2% |
| 6M | -57.1% | -48.4% | -8.7% | -24.6% |
| YTD | -12.3% | -48.7% | +36.4% | +51.3% |
| 1Y | -34.4% | -52.8% | +18.4% | +31.0% |
| All | -34.4% | -51.3% | +16.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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