+2,291.4%
WULF vs NVDL
+2,476.2%
-184.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | -10.3% | +11.7% | +5.5% |
| 30D | -2.6% | -7.1% | +4.5% | -0.3% |
| 3M | -34.0% | +6.6% | -40.5% | -36.5% |
| 6M | +10.0% | +21.1% | -11.1% | -0.2% |
| YTD | +45.7% | +15.2% | +30.5% | +34.1% |
| 1Y | +57.3% | +18.8% | +38.5% | +41.0% |
| 3Y | +878.9% | +649.9% | +229.0% | +407.1% |
| All | +2,291.4% | +2,476.2% | -184.7% | +706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling