+86.1%
WULF vs NVS
+27.7%
+58.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.4% |
| 7D | +7.6% | +4.0% | +3.5% | +8.4% |
| 30D | -8.6% | +3.6% | -12.2% | -7.9% |
| 3M | -37.0% | +7.8% | -44.8% | -37.0% |
| 6M | +7.4% | -0.2% | +7.6% | +4.1% |
| YTD | +43.7% | +19.6% | +24.1% | +63.9% |
| 1Y | +86.1% | +28.4% | +57.8% | +130.4% |
| All | +86.1% | +27.7% | +58.4% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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