+399.5%
WULF vs NVMI
+1,965.6%
-1,566.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.5% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.6% | -8.4% | +5.8% | -1.3% |
| 3M | -34.0% | -33.6% | -0.4% | -30.2% |
| 6M | +10.0% | -14.7% | +24.7% | +13.1% |
| YTD | +45.7% | +13.2% | +32.5% | +45.1% |
| 1Y | +57.3% | +29.0% | +28.3% | +54.4% |
| 3Y | +878.9% | +215.0% | +664.0% | +790.9% |
| 5Y | -28.3% | +268.6% | -296.9% | -35.2% |
| 10Y | +82.7% | +3,124.7% | -3,042.1% | +44.9% |
| All | +399.5% | +1,965.6% | -1,566.1% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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