+123.1%
WULF vs NVT
+731.8%
-608.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +0.9% |
| 7D | +1.4% | +4.1% | -2.7% | -0.9% |
| 30D | -2.6% | -5.1% | +2.5% | +1.0% |
| 3M | -34.0% | -1.2% | -32.8% | -33.1% |
| 6M | +10.0% | +46.6% | -36.6% | -10.7% |
| YTD | +45.7% | +60.0% | -14.3% | +13.6% |
| 1Y | +57.3% | +70.8% | -13.5% | +19.4% |
| 3Y | +878.9% | +187.5% | +691.4% | +498.9% |
| 5Y | -28.3% | +426.1% | -454.5% | -62.7% |
| All | +123.1% | +731.8% | -608.6% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling