+645.0%
WULF vs NTAP
+23,312.9%
-22,667.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.9% |
| 7D | +15.6% | +2.2% | +13.4% | +15.5% |
| 30D | +5.7% | -7.0% | +12.8% | +6.2% |
| 3M | -32.3% | +12.3% | -44.6% | -32.8% |
| 6M | +23.7% | +85.1% | -61.4% | +18.9% |
| YTD | +49.1% | +74.8% | -25.7% | +43.7% |
| 1Y | +66.3% | +52.7% | +13.6% | +61.7% |
| 3Y | +851.7% | +147.7% | +704.0% | +808.4% |
| 5Y | -30.9% | +124.8% | -155.7% | -34.0% |
| 10Y | +86.9% | +589.7% | -502.8% | +75.6% |
| All | +645.0% | +23,312.9% | -22,667.9% | +633.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling