-24.7%
WULF vs NRG
+194.8%
-219.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.7% |
| 7D | +1.4% | -4.7% | +6.1% | +4.6% |
| 30D | -2.6% | -6.0% | +3.3% | +1.2% |
| 3M | -34.0% | -8.0% | -26.0% | -31.0% |
| 6M | +10.0% | -23.2% | +33.1% | +27.8% |
| YTD | +45.7% | -28.1% | +73.7% | +76.7% |
| 1Y | +57.3% | -27.3% | +84.6% | +90.7% |
| 3Y | +878.9% | +208.7% | +670.3% | +628.3% |
| All | -24.7% | +194.8% | -219.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling