+94.1%
WULF vs GD
+12.5%
+81.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.4% |
| 7D | +21.9% | -3.5% | +25.4% | +23.2% |
| 30D | +4.6% | -9.0% | +13.6% | +7.6% |
| 3M | -30.9% | +5.1% | -36.0% | -32.8% |
| 6M | +29.9% | -1.0% | +30.9% | +33.5% |
| YTD | +55.4% | +7.3% | +48.1% | +55.1% |
| 1Y | +94.1% | +12.4% | +81.7% | +103.3% |
| All | +94.1% | +12.5% | +81.6% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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