+82.7%
WULF vs GE
+151.5%
-68.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | -4.0% | +5.4% | +3.0% |
| 30D | -2.6% | -11.4% | +8.8% | +1.8% |
| 3M | -34.0% | -2.6% | -31.4% | -33.4% |
| 6M | +10.0% | -0.3% | +10.3% | +10.3% |
| YTD | +45.7% | +5.4% | +40.3% | +43.5% |
| 1Y | +57.3% | +15.5% | +41.8% | +49.6% |
| 3Y | +878.9% | +260.8% | +618.2% | +568.1% |
| 5Y | -28.3% | +421.6% | -450.0% | -56.4% |
| All | +82.7% | +151.5% | -68.9% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling