+86.1%
WULF vs NVD
-61.9%
+148.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.1% |
| 7D | +7.6% | -11.1% | +18.7% | +2.1% |
| 30D | -8.6% | -13.3% | +4.6% | -12.4% |
| 3M | -37.0% | -19.8% | -17.1% | -39.5% |
| 6M | +7.4% | -48.8% | +56.2% | -13.6% |
| YTD | +43.7% | -49.7% | +93.3% | +16.7% |
| 1Y | +86.1% | -61.4% | +147.5% | +53.1% |
| All | +86.1% | -61.9% | +148.0% | +53.1% |
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