+86.1%
WULF vs NSC
+20.4%
+65.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +7.6% | -5.5% | +13.1% | +7.9% |
| 30D | -8.6% | -3.2% | -5.4% | -8.5% |
| 3M | -37.0% | +7.7% | -44.6% | -37.7% |
| 6M | +7.4% | +4.5% | +2.9% | +4.3% |
| YTD | +43.7% | +15.6% | +28.1% | +44.6% |
| 1Y | +86.1% | +19.8% | +66.3% | +97.5% |
| All | +86.1% | +20.4% | +65.8% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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