-22.1%
WULF vs NVT
+3.0%
-25.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -12.7% | +6.1% | +6.8% |
| 7D | -12.8% | -19.5% | +6.7% | +9.2% |
| 30D | -20.9% | -32.4% | +11.5% | +19.6% |
| 3M | -38.0% | -30.3% | -7.7% | -9.2% |
| 6M | -47.5% | -30.4% | -17.1% | -24.6% |
| YTD | +1.8% | +11.3% | -9.5% | -20.5% |
| 1Y | -22.1% | +3.6% | -25.6% | -29.4% |
| All | -22.1% | +3.0% | -25.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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