+86.1%
WULF vs NTR
+43.1%
+43.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | +7.6% | +8.1% | -0.6% | +7.9% |
| 30D | -8.6% | +18.8% | -27.4% | -8.1% |
| 3M | -37.0% | +16.2% | -53.2% | -36.4% |
| 6M | +7.4% | +9.8% | -2.3% | +5.7% |
| YTD | +43.7% | +30.9% | +12.8% | +37.6% |
| 1Y | +86.1% | +41.8% | +44.4% | +81.0% |
| All | +86.1% | +43.1% | +43.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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