-24.7%
WULF vs NTRS
+93.2%
-117.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.6% |
| 7D | +1.4% | +1.4% | 0.0% | -0.1% |
| 30D | -2.6% | -0.7% | -2.0% | -2.1% |
| 3M | -34.0% | +11.3% | -45.3% | -41.1% |
| 6M | +10.0% | +35.5% | -25.5% | -19.8% |
| YTD | +45.7% | +40.6% | +5.1% | +3.0% |
| 1Y | +57.3% | +49.2% | +8.1% | +5.0% |
| 3Y | +878.9% | +167.2% | +711.7% | +302.0% |
| All | -24.7% | +93.2% | -117.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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