-22.1%
WULF vs NVD
-27.4%
+5.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.5% | -13.1% | -3.0% |
| 7D | -12.8% | +15.0% | -27.8% | -4.6% |
| 30D | -20.9% | +39.3% | -60.2% | -2.4% |
| 3M | -38.0% | +3.1% | -41.2% | -32.4% |
| 6M | -47.5% | -19.0% | -28.5% | -46.8% |
| YTD | +1.8% | -35.5% | +37.4% | -6.4% |
| 1Y | -22.1% | -30.2% | +8.1% | -25.6% |
| All | -22.1% | -27.4% | +5.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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