+86.1%
WULF vs NVDL
+42.2%
+44.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.9% |
| 7D | +7.6% | +11.7% | -4.1% | +2.0% |
| 30D | -8.6% | +7.8% | -16.5% | -12.3% |
| 3M | -37.0% | +3.3% | -40.3% | -39.3% |
| 6M | +7.4% | +38.9% | -31.5% | -13.1% |
| YTD | +43.7% | +28.5% | +15.2% | +17.6% |
| 1Y | +86.1% | +40.6% | +45.5% | +54.6% |
| All | +86.1% | +42.2% | +44.0% | +54.6% |
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