+2,876.7%
WULF vs GEHC
+6.6%
+2,870.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.0% | +11.2% | +9.5% |
| 7D | +21.9% | -5.2% | +27.1% | +24.6% |
| 30D | +4.6% | -7.0% | +11.5% | +7.5% |
| 3M | -30.9% | +3.3% | -34.2% | -33.8% |
| 6M | +29.9% | -10.0% | +39.9% | +33.9% |
| YTD | +55.4% | -18.5% | +73.9% | +67.4% |
| 1Y | +94.1% | -14.4% | +108.5% | +102.2% |
| 3Y | +892.2% | +3.4% | +888.8% | +858.8% |
| All | +2,876.7% | +6.6% | +2,870.0% | +2,683.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling