+399.9%
WULF vs NRG
+1,510.3%
-1,110.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.4% |
| 7D | +1.4% | -4.7% | +6.1% | +2.5% |
| 30D | -2.6% | -6.0% | +3.3% | -1.3% |
| 3M | -34.0% | -8.0% | -26.0% | -32.7% |
| 6M | +10.0% | -23.2% | +33.1% | +16.3% |
| YTD | +45.7% | -28.1% | +73.7% | +56.4% |
| 1Y | +57.3% | -27.3% | +84.6% | +69.1% |
| 3Y | +878.9% | +208.7% | +670.3% | +803.0% |
| 5Y | -28.3% | +197.7% | -226.0% | -34.0% |
| 10Y | +82.7% | +1,103.3% | -1,020.7% | +51.6% |
| All | +399.9% | +1,510.3% | -1,110.4% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling