+2,986.6%
GLW vs WULF
+1,841.8%
+1,144.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +8.2% | -0.6% | +7.1% |
| 7D | +14.0% | +21.9% | -7.9% | +12.8% |
| 30D | +0.4% | +4.6% | -4.2% | +0.1% |
| 3M | -11.3% | -30.9% | +19.6% | -9.8% |
| 6M | +35.1% | +29.9% | +5.2% | +33.6% |
| YTD | +90.5% | +55.4% | +35.1% | +86.9% |
| 1Y | +132.0% | +94.1% | +37.9% | +124.6% |
| 3Y | +463.3% | +892.2% | -428.9% | +392.3% |
| 5Y | +382.5% | -26.7% | +409.2% | +329.8% |
| 10Y | +837.6% | +94.0% | +743.7% | +685.7% |
| All | +2,986.6% | +1,841.8% | +1,144.9% | +2,337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling