+86.1%
WULF vs GH
+169.0%
-82.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +7.6% | -0.1% | +7.6% | +7.5% |
| 30D | -8.6% | -1.1% | -7.5% | -8.5% |
| 3M | -37.0% | +21.3% | -58.3% | -39.7% |
| 6M | +7.4% | +73.5% | -66.1% | -6.0% |
| YTD | +43.7% | +58.0% | -14.3% | +27.3% |
| 1Y | +86.1% | +163.1% | -76.9% | +80.0% |
| All | +86.1% | +169.0% | -82.9% | +80.0% |
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