+82.7%
WULF vs NUE
+599.8%
-517.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.2% | +3.0% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -2.6% | -4.6% | +1.9% | -0.8% |
| 3M | -34.0% | -0.3% | -33.6% | -34.7% |
| 6M | +10.0% | +51.9% | -41.9% | -9.2% |
| YTD | +45.7% | +60.0% | -14.3% | +17.7% |
| 1Y | +57.3% | +82.9% | -25.6% | +20.2% |
| 3Y | +878.9% | +66.0% | +813.0% | +672.3% |
| 5Y | -28.3% | +149.0% | -177.3% | -49.2% |
| All | +82.7% | +599.8% | -517.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling