+2,690.0%
WULF vs GEHC
+2.1%
+2,687.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +1.4% | -7.2% | +8.6% | +4.7% |
| 30D | -2.6% | -11.6% | +8.9% | +2.5% |
| 3M | -34.0% | -0.8% | -33.1% | -35.6% |
| 6M | +10.0% | -11.9% | +21.9% | +14.5% |
| YTD | +45.7% | -21.9% | +67.6% | +60.0% |
| 1Y | +57.3% | -17.8% | +75.2% | +67.0% |
| 3Y | +878.9% | -3.5% | +882.5% | +871.0% |
| All | +2,690.0% | +2.1% | +2,687.9% | +2,560.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling