-34.4%
WULF vs NVO
-9.9%
-24.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.5% | -9.4% | -13.4% |
| 7D | -20.9% | +3.0% | -23.9% | -21.1% |
| 30D | -32.7% | +7.4% | -40.0% | -33.1% |
| 3M | -44.2% | -8.3% | -35.9% | -43.8% |
| 6M | -57.1% | -9.0% | -48.1% | -57.4% |
| YTD | -12.3% | -16.8% | +4.6% | -19.3% |
| 1Y | -34.4% | -12.7% | -21.7% | -39.9% |
| All | -34.4% | -9.9% | -24.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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