+25.6%
WULF vs NWSA
+122.3%
-96.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | +15.6% | -3.1% | +18.7% | +16.9% |
| 30D | +5.7% | +4.3% | +1.5% | +3.9% |
| 3M | -32.3% | +9.2% | -41.5% | -35.4% |
| 6M | +23.7% | +21.6% | +2.1% | +12.8% |
| YTD | +49.1% | +14.2% | +34.9% | +38.0% |
| 1Y | +66.3% | +1.8% | +64.6% | +61.0% |
| 3Y | +851.7% | +44.4% | +807.2% | +738.5% |
| 5Y | -30.9% | +41.0% | -71.9% | -40.1% |
| 10Y | +86.9% | +150.0% | -63.1% | +58.7% |
| All | +25.6% | +122.3% | -96.7% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling