+22.7%
WULF vs GDDY
+390.3%
-367.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +2.0% | +3.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.7% |
| 30D | -2.6% | +6.8% | -9.4% | -4.3% |
| 3M | -34.0% | +30.5% | -64.4% | -38.7% |
| 6M | +10.0% | +13.3% | -3.3% | +3.9% |
| YTD | +45.7% | -21.0% | +66.7% | +48.5% |
| 1Y | +57.3% | -34.0% | +91.3% | +67.8% |
| 3Y | +878.9% | +33.1% | +845.9% | +837.3% |
| 5Y | -28.3% | +30.3% | -58.6% | -30.7% |
| 10Y | +82.7% | +205.5% | -122.9% | +85.2% |
| All | +22.7% | +390.3% | -367.6% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling