+1,762.4%
WULF vs GE
+1,617.3%
+145.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.6% |
| 7D | +15.6% | -1.2% | +16.8% | +15.9% |
| 30D | +5.7% | -11.3% | +17.0% | +7.9% |
| 3M | -32.3% | -1.4% | -30.9% | -32.1% |
| 6M | +23.7% | +1.2% | +22.5% | +23.7% |
| YTD | +49.1% | +5.9% | +43.2% | +48.1% |
| 1Y | +66.3% | +18.4% | +47.9% | +62.2% |
| 3Y | +851.7% | +271.0% | +580.7% | +703.6% |
| 5Y | -30.9% | +417.9% | -448.9% | -44.2% |
| 10Y | +86.9% | +152.0% | -65.0% | +51.8% |
| All | +1,762.4% | +1,617.3% | +145.1% | +1,427.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling