-24.7%
WULF vs NVS
+92.9%
-117.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +4.0% | +3.7% |
| 7D | +1.4% | -14.3% | +15.7% | +2.7% |
| 30D | -2.6% | -10.0% | +7.3% | -2.4% |
| 3M | -34.0% | -10.9% | -23.1% | -33.9% |
| 6M | +10.0% | -12.0% | +22.0% | +10.3% |
| YTD | +45.7% | +2.5% | +43.2% | +42.4% |
| 1Y | +57.3% | +10.7% | +46.7% | +50.9% |
| 3Y | +878.9% | +53.3% | +825.6% | +729.3% |
| All | -24.7% | +92.9% | -117.7% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling