-22.1%
WULF vs GE
+8.3%
-30.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.7% | -9.4% | -8.9% |
| 7D | -12.8% | +9.4% | -22.2% | -19.6% |
| 30D | -20.9% | +7.5% | -28.4% | -26.0% |
| 3M | -38.0% | -12.5% | -25.5% | -30.9% |
| 6M | -47.5% | +17.8% | -65.3% | -55.8% |
| YTD | +1.8% | +7.4% | -5.6% | -8.0% |
| 1Y | -22.1% | +8.9% | -30.9% | -27.0% |
| All | -22.1% | +8.3% | -30.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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