-34.4%
WULF vs NVDL
-34.9%
+0.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -18.6% | +4.8% | -3.1% |
| 7D | -20.9% | -28.8% | +7.9% | -3.7% |
| 30D | -32.7% | -44.0% | +11.3% | -6.3% |
| 3M | -44.2% | -35.6% | -8.6% | -28.5% |
| 6M | -57.1% | -25.3% | -31.8% | -51.4% |
| YTD | -12.3% | -23.3% | +11.0% | -8.4% |
| 1Y | -34.4% | -32.5% | -1.9% | -29.0% |
| All | -34.4% | -34.9% | +0.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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