+57.3%
WULF vs NTAP
+63.1%
-5.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.5% | -4.8% | +1.5% |
| 7D | +1.4% | +7.4% | -6.0% | -0.5% |
| 30D | -2.6% | -1.4% | -1.2% | -2.6% |
| 3M | -34.0% | +24.6% | -58.5% | -37.9% |
| 6M | +10.0% | +105.9% | -95.9% | -17.6% |
| YTD | +45.7% | +88.5% | -42.8% | +16.2% |
| 1Y | +57.3% | +62.1% | -4.8% | +37.4% |
| All | +57.3% | +63.1% | -5.8% | +37.4% |
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