+1,720.0%
WULF vs NYT
+652.8%
+1,067.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.3% | +3.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -2.6% | +4.6% | -7.2% | -3.2% |
| 3M | -34.0% | -9.6% | -24.4% | -33.3% |
| 6M | +10.0% | -14.0% | +24.0% | +11.7% |
| YTD | +45.7% | -2.8% | +48.5% | +45.3% |
| 1Y | +57.3% | +15.6% | +41.7% | +52.9% |
| 3Y | +878.9% | +56.3% | +822.6% | +818.9% |
| 5Y | -28.3% | +39.5% | -67.8% | -32.6% |
| 10Y | +82.7% | +488.0% | -405.4% | +55.6% |
| All | +1,720.0% | +652.8% | +1,067.2% | +1,508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling