+57.3%
WULF vs NVDX
+9.6%
+47.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +1.4% | -10.2% | +11.6% | +6.6% |
| 30D | -2.6% | -7.3% | +4.7% | +0.5% |
| 3M | -34.0% | +5.5% | -39.5% | -37.2% |
| 6M | +10.0% | +18.3% | -8.3% | -4.3% |
| YTD | +45.7% | +11.4% | +34.2% | +27.1% |
| 1Y | +57.3% | +12.7% | +44.6% | +39.9% |
| All | +57.3% | +9.6% | +47.7% | +39.9% |
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