-22.1%
WULF vs GH
+80.5%
-102.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.7% | -3.0% | -5.4% |
| 7D | -12.8% | -7.7% | -5.1% | -10.3% |
| 30D | -20.9% | -10.0% | -10.9% | -18.3% |
| 3M | -38.0% | +5.5% | -43.5% | -39.2% |
| 6M | -47.5% | +84.9% | -132.4% | -59.1% |
| YTD | +1.8% | +65.0% | -63.2% | -19.4% |
| 1Y | -22.1% | +71.8% | -93.8% | -39.6% |
| All | -22.1% | +80.5% | -102.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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