+1,762.4%
WULF vs NSC
+3,093.1%
-1,330.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.9% |
| 7D | +15.6% | -2.0% | +17.6% | +15.9% |
| 30D | +5.7% | -3.2% | +8.9% | +6.2% |
| 3M | -32.3% | +3.9% | -36.2% | -32.8% |
| 6M | +23.7% | +7.8% | +15.9% | +22.2% |
| YTD | +49.1% | +13.4% | +35.7% | +46.3% |
| 1Y | +66.3% | +20.3% | +46.0% | +61.7% |
| 3Y | +851.7% | +76.1% | +775.6% | +790.8% |
| 5Y | -30.9% | +45.0% | -75.9% | -34.4% |
| 10Y | +86.9% | +335.7% | -248.8% | +61.6% |
| All | +1,762.4% | +3,093.1% | -1,330.7% | +1,241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling