-24.7%
WULF vs NSC
+42.7%
-67.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.7% | +4.3% |
| 7D | +1.4% | -2.8% | +4.2% | +3.2% |
| 30D | -2.6% | -4.5% | +1.9% | 0.0% |
| 3M | -34.0% | +3.5% | -37.5% | -36.2% |
| 6M | +10.0% | +8.5% | +1.5% | +2.9% |
| YTD | +45.7% | +12.3% | +33.3% | +32.7% |
| 1Y | +57.3% | +18.9% | +38.4% | +36.9% |
| 3Y | +878.9% | +74.1% | +804.8% | +593.1% |
| All | -24.7% | +42.7% | -67.4% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling