+10.0%
WULF vs NVT
+49.7%
-39.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | -1.0% |
| 7D | +1.4% | +4.1% | -2.7% | -2.3% |
| 30D | -2.6% | -5.1% | +2.5% | +3.1% |
| 3M | -34.0% | -1.2% | -32.8% | -35.5% |
| 6M | +10.0% | +46.6% | -36.6% | -26.2% |
| All | +10.0% | +49.7% | -39.7% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling