+68.8%
WULF vs NYT
+527.0%
-458.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.2% | -12.8% | -9.4% |
| 7D | -6.3% | +4.5% | -10.8% | -7.9% |
| 30D | -11.0% | +8.6% | -19.6% | -13.7% |
| 3M | -40.6% | -3.8% | -36.8% | -40.7% |
| 6M | +5.5% | -10.8% | +16.2% | +8.1% |
| YTD | +34.6% | +2.2% | +32.5% | +30.4% |
| 1Y | +43.8% | +20.8% | +23.0% | +29.8% |
| 3Y | +794.2% | +68.0% | +726.2% | +618.9% |
| 5Y | -32.1% | +49.9% | -82.1% | -47.6% |
| 10Y | +68.8% | +528.5% | -459.7% | +39.1% |
| All | +68.8% | +527.0% | -458.2% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling