+123.2%
GLW vs WULF
+83.4%
+39.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.1% |
| 7D | +3.8% | +7.6% | -3.8% | +1.2% |
| 30D | -1.3% | -8.6% | +7.3% | +1.2% |
| 3M | -21.8% | -37.0% | +15.2% | -11.3% |
| 6M | +6.9% | +7.4% | -0.5% | +6.7% |
| YTD | +77.2% | +43.7% | +33.5% | +69.5% |
| 1Y | +123.2% | +86.1% | +37.1% | +122.8% |
| All | +123.2% | +83.4% | +39.8% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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