+878.9%
WULF vs NTAP
+165.5%
+713.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.5% | -4.8% | -1.3% |
| 7D | +1.4% | +7.4% | -6.0% | -2.8% |
| 30D | -2.6% | -1.4% | -1.2% | -2.1% |
| 3M | -34.0% | +24.6% | -58.5% | -43.0% |
| 6M | +10.0% | +105.9% | -95.9% | -37.4% |
| YTD | +45.7% | +88.5% | -42.8% | -12.1% |
| 1Y | +57.3% | +62.1% | -4.8% | +8.3% |
| 3Y | +878.9% | +169.1% | +709.9% | +410.0% |
| All | +878.9% | +165.5% | +713.4% | +410.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling