+82.7%
WULF vs NTAP
+650.8%
-568.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.5% | -4.8% | +0.4% |
| 7D | +1.4% | +7.4% | -6.0% | -1.4% |
| 30D | -2.6% | -1.4% | -1.2% | -2.2% |
| 3M | -34.0% | +24.6% | -58.5% | -39.9% |
| 6M | +10.0% | +105.9% | -95.9% | -20.4% |
| YTD | +45.7% | +88.5% | -42.8% | +8.8% |
| 1Y | +57.3% | +62.1% | -4.8% | +25.5% |
| 3Y | +878.9% | +169.1% | +709.9% | +565.9% |
| 5Y | -28.3% | +141.9% | -170.2% | -51.3% |
| All | +82.7% | +650.8% | -568.1% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling