+57.3%
WULF vs GEHC
-15.7%
+73.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +1.4% | -7.2% | +8.6% | +2.2% |
| 30D | -2.6% | -11.6% | +8.9% | -1.3% |
| 3M | -34.0% | -0.8% | -33.1% | -35.1% |
| 6M | +10.0% | -11.9% | +21.9% | +13.3% |
| YTD | +45.7% | -21.9% | +67.6% | +52.3% |
| 1Y | +57.3% | -17.8% | +75.2% | +58.7% |
| All | +57.3% | -15.7% | +73.0% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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