-24.7%
WULF vs GDDY
+29.8%
-54.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +2.0% | +3.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.1% |
| 30D | -2.6% | +6.8% | -9.4% | -6.6% |
| 3M | -34.0% | +30.5% | -64.4% | -45.6% |
| 6M | +10.0% | +13.3% | -3.3% | -5.7% |
| YTD | +45.7% | -21.0% | +66.7% | +56.1% |
| 1Y | +57.3% | -34.0% | +91.3% | +93.8% |
| 3Y | +878.9% | +33.1% | +845.9% | +609.0% |
| All | -24.7% | +29.8% | -54.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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