+86.1%
WULF vs NVDX
+34.6%
+51.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +7.6% | +11.6% | -4.1% | +2.1% |
| 30D | -8.6% | +7.5% | -16.2% | -12.1% |
| 3M | -37.0% | +2.1% | -39.1% | -38.9% |
| 6M | +7.4% | +35.5% | -28.1% | -11.9% |
| YTD | +43.7% | +24.1% | +19.6% | +19.6% |
| 1Y | +86.1% | +33.0% | +53.2% | +57.9% |
| All | +86.1% | +34.6% | +51.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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