+843.9%
WULF vs GEHC
-1.1%
+845.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.1% |
| 7D | -0.6% | -7.9% | +7.3% | +3.4% |
| 30D | -3.6% | -11.7% | +8.1% | +2.0% |
| 3M | -30.4% | +0.8% | -31.2% | -33.1% |
| 6M | +12.5% | -11.6% | +24.1% | +17.5% |
| YTD | +40.5% | -21.6% | +62.0% | +56.0% |
| 1Y | +53.0% | -15.3% | +68.3% | +60.1% |
| All | +843.9% | -1.1% | +845.0% | +761.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling