+878.9%
WULF vs NVO
-51.9%
+930.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.9% | +4.2% |
| 7D | +1.4% | -7.6% | +9.0% | +3.1% |
| 30D | -2.6% | -6.0% | +3.4% | -1.4% |
| 3M | -34.0% | -0.8% | -33.2% | -34.8% |
| 6M | +10.0% | +16.5% | -6.5% | +3.4% |
| YTD | +45.7% | -11.1% | +56.8% | +44.3% |
| 1Y | +57.3% | -16.7% | +74.1% | +57.8% |
| 3Y | +878.9% | -52.9% | +931.9% | +1,202.2% |
| All | +878.9% | -51.9% | +930.9% | +1,202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling