+86.1%
WULF vs GILD
+36.9%
+49.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.7% |
| 7D | +7.6% | +3.7% | +3.9% | +8.2% |
| 30D | -8.6% | +14.6% | -23.2% | -6.7% |
| 3M | -37.0% | +17.7% | -54.6% | -35.5% |
| 6M | +7.4% | +3.1% | +4.3% | +7.7% |
| YTD | +43.7% | +24.5% | +19.2% | +54.7% |
| 1Y | +86.1% | +37.4% | +48.7% | +108.7% |
| All | +86.1% | +36.9% | +49.2% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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