+1,720.0%
WULF vs NTRS
+3,476.9%
-1,756.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | -2.6% | -0.7% | -2.0% | -2.5% |
| 3M | -34.0% | +11.3% | -45.3% | -35.2% |
| 6M | +10.0% | +35.5% | -25.5% | +4.7% |
| YTD | +45.7% | +40.6% | +5.1% | +38.2% |
| 1Y | +57.3% | +49.2% | +8.1% | +48.1% |
| 3Y | +878.9% | +167.2% | +711.7% | +765.0% |
| 5Y | -28.3% | +94.9% | -123.2% | -35.0% |
| 10Y | +82.7% | +259.5% | -176.8% | +60.5% |
| All | +1,720.0% | +3,476.9% | -1,756.9% | +1,743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling