+82.7%
WULF vs NRG
+1,083.9%
-1,001.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.1% |
| 7D | +1.4% | -4.7% | +6.1% | +3.3% |
| 30D | -2.6% | -6.0% | +3.3% | -0.2% |
| 3M | -34.0% | -8.0% | -26.0% | -31.9% |
| 6M | +10.0% | -23.2% | +33.1% | +21.3% |
| YTD | +45.7% | -28.1% | +73.7% | +65.0% |
| 1Y | +57.3% | -27.3% | +84.6% | +78.5% |
| 3Y | +878.9% | +208.7% | +670.3% | +755.3% |
| 5Y | -28.3% | +197.7% | -226.0% | -37.4% |
| All | +82.7% | +1,083.9% | -1,001.3% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling