+878.9%
WULF vs NVD
-99.1%
+978.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.5% | +3.8% |
| 7D | +1.4% | +10.8% | -9.4% | +5.7% |
| 30D | -2.6% | +0.8% | -3.4% | -0.5% |
| 3M | -34.0% | -20.8% | -13.1% | -37.0% |
| 6M | +10.0% | -41.2% | +51.1% | -1.8% |
| YTD | +45.7% | -44.2% | +89.9% | +31.9% |
| 1Y | +57.3% | -54.2% | +111.5% | +37.8% |
| 3Y | +878.9% | -99.1% | +978.1% | +380.2% |
| All | +878.9% | -99.1% | +978.1% | +380.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling