-55.8%
WULF vs GD
+2.2%
-58.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +12.7% |
| 7D | -3.1% | -5.0% | +1.9% | -4.3% |
| 30D | -21.0% | +8.9% | -30.0% | -18.4% |
| 3M | -35.5% | -8.0% | -27.4% | -35.1% |
| 6M | -55.8% | +2.9% | -58.7% | -55.9% |
| All | -55.8% | +2.2% | -58.0% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling