+478.1%
GLW vs WULF
+851.7%
-373.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.0% |
| 7D | +16.9% | +15.6% | +1.3% | +14.7% |
| 30D | +7.0% | +5.7% | +1.2% | +6.2% |
| 3M | -3.0% | -32.3% | +29.3% | +1.2% |
| 6M | +31.0% | +23.7% | +7.3% | +28.9% |
| YTD | +93.4% | +49.1% | +44.3% | +87.1% |
| 1Y | +134.7% | +66.3% | +68.4% | +123.5% |
| All | +478.1% | +851.7% | -373.6% | +357.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling