+763.1%
WULF vs NVD
-99.1%
+862.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.5% | -10.2% | -4.0% |
| 7D | -0.6% | +9.0% | -9.6% | +3.1% |
| 30D | -3.6% | -5.5% | +1.8% | -3.9% |
| 3M | -30.4% | -24.6% | -5.8% | -34.9% |
| 6M | +12.5% | -42.1% | +54.5% | -0.4% |
| YTD | +40.5% | -44.3% | +84.8% | +26.8% |
| 1Y | +53.0% | -54.2% | +107.2% | +33.5% |
| 3Y | +796.7% | -99.1% | +895.8% | +289.2% |
| All | +763.1% | -99.1% | +862.2% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling