-24.7%
WULF vs NWSA
+40.0%
-64.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.5% |
| 7D | +1.4% | -2.8% | +4.2% | +3.9% |
| 30D | -2.6% | +3.0% | -5.6% | -5.8% |
| 3M | -34.0% | +12.3% | -46.3% | -43.3% |
| 6M | +10.0% | +21.9% | -11.9% | -14.2% |
| YTD | +45.7% | +13.6% | +32.1% | +18.7% |
| 1Y | +57.3% | +0.5% | +56.8% | +45.7% |
| 3Y | +878.9% | +43.8% | +835.2% | +532.6% |
| All | -24.7% | +40.0% | -64.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling