+601.9%
WULF vs NVS
+1,076.7%
-474.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.6% | -15.7% | +15.1% | +1.2% |
| 30D | -3.6% | -11.1% | +7.4% | -2.7% |
| 3M | -30.4% | -7.2% | -23.2% | -30.3% |
| 6M | +12.5% | -12.3% | +24.8% | +13.6% |
| YTD | +40.5% | +2.8% | +37.7% | +39.1% |
| 1Y | +53.0% | +11.9% | +41.0% | +49.5% |
| 3Y | +796.7% | +55.1% | +741.6% | +734.1% |
| 5Y | -30.9% | +94.1% | -124.9% | -37.7% |
| 10Y | +76.1% | +181.2% | -105.1% | +53.7% |
| All | +601.9% | +1,076.7% | -474.8% | +512.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling