-57.9%
WULF vs GD
+94.5%
-152.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +13.1% |
| 7D | -3.1% | -5.0% | +1.9% | -0.8% |
| 30D | -21.0% | +8.9% | -30.0% | -24.1% |
| 3M | -35.5% | -8.0% | -27.4% | -33.2% |
| 6M | -55.8% | +2.9% | -58.7% | -56.9% |
| YTD | -1.0% | +7.1% | -8.1% | -5.0% |
| 1Y | -20.4% | +5.9% | -26.3% | -23.2% |
| 3Y | +972.6% | +53.9% | +918.8% | +783.0% |
| All | -57.9% | +94.5% | -152.4% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling