+86.1%
WULF vs NWSA
+5.5%
+80.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +0.9% |
| 7D | +7.6% | -1.9% | +9.4% | +6.5% |
| 30D | -8.6% | +4.6% | -13.2% | -6.3% |
| 3M | -37.0% | +13.2% | -50.2% | -32.4% |
| 6M | +7.4% | +27.0% | -19.6% | +17.9% |
| YTD | +43.7% | +16.8% | +26.9% | +54.1% |
| 1Y | +86.1% | +4.5% | +81.6% | +100.9% |
| All | +86.1% | +5.5% | +80.6% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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