+878.9%
WULF vs NSC
+73.4%
+805.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.7% | +4.4% |
| 7D | +1.4% | -2.8% | +4.2% | +3.6% |
| 30D | -2.6% | -4.5% | +1.9% | +0.6% |
| 3M | -34.0% | +3.5% | -37.5% | -36.8% |
| 6M | +10.0% | +8.5% | +1.5% | +0.7% |
| YTD | +45.7% | +12.3% | +33.3% | +28.6% |
| 1Y | +57.3% | +18.9% | +38.4% | +30.3% |
| 3Y | +878.9% | +74.1% | +804.8% | +458.6% |
| All | +878.9% | +73.4% | +805.6% | +458.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling