-24.7%
WULF vs NTR
+45.7%
-70.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +1.4% | -1.3% | +2.7% | +2.0% |
| 30D | -2.6% | +16.8% | -19.4% | -9.0% |
| 3M | -34.0% | +20.7% | -54.7% | -39.8% |
| 6M | +10.0% | +0.5% | +9.5% | +7.2% |
| YTD | +45.7% | +29.2% | +16.5% | +25.5% |
| 1Y | +57.3% | +39.6% | +17.7% | +29.1% |
| 3Y | +878.9% | +37.9% | +841.1% | +694.4% |
| All | -24.7% | +45.7% | -70.4% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling