+851.8%
GLW vs WULF
+82.7%
+769.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.7% |
| 7D | +7.8% | +1.4% | +6.4% | +7.7% |
| 30D | -0.4% | -2.6% | +2.2% | -0.3% |
| 3M | -5.6% | -34.0% | +28.4% | -3.1% |
| 6M | +26.7% | +10.0% | +16.7% | +26.3% |
| YTD | +91.0% | +45.7% | +45.4% | +87.4% |
| 1Y | +122.4% | +57.3% | +65.1% | +116.3% |
| 3Y | +471.0% | +878.9% | -407.9% | +389.8% |
| 5Y | +385.6% | -28.3% | +414.0% | +320.3% |
| All | +851.8% | +82.7% | +769.2% | +696.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling