+82.7%
WULF vs NWSA
+149.4%
-66.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | -2.8% | +4.2% | +2.7% |
| 30D | -2.6% | +3.0% | -5.6% | -4.2% |
| 3M | -34.0% | +12.3% | -46.3% | -38.7% |
| 6M | +10.0% | +21.9% | -11.9% | -2.3% |
| YTD | +45.7% | +13.6% | +32.1% | +32.3% |
| 1Y | +57.3% | +0.5% | +56.8% | +51.9% |
| 3Y | +878.9% | +43.8% | +835.2% | +729.0% |
| 5Y | -28.3% | +41.2% | -69.5% | -40.4% |
| All | +82.7% | +149.4% | -66.7% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling