-22.1%
WULF vs NTAP
+66.6%
-88.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.0% |
| 7D | -12.8% | -16.1% | +3.3% | -6.7% |
| 30D | -20.9% | -15.9% | -4.9% | -15.1% |
| 3M | -38.0% | -1.2% | -36.8% | -36.4% |
| 6M | -47.5% | +70.1% | -117.6% | -55.0% |
| YTD | +1.8% | +77.9% | -76.1% | -13.8% |
| 1Y | -22.1% | +68.1% | -90.2% | -27.0% |
| All | -22.1% | +66.6% | -88.7% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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