-22.1%
WULF vs NYT
+16.5%
-38.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.8% |
| 7D | -12.8% | -3.9% | -8.9% | -13.6% |
| 30D | -20.9% | +4.3% | -25.2% | -20.4% |
| 3M | -38.0% | -11.7% | -26.3% | -39.1% |
| 6M | -47.5% | -14.4% | -33.1% | -47.8% |
| YTD | +1.8% | -3.0% | +4.9% | +11.5% |
| 1Y | -22.1% | +16.5% | -38.6% | -3.4% |
| All | -22.1% | +16.5% | -38.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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