+82.7%
WULF vs GILD
+163.6%
-80.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | +1.4% | -4.8% | +6.2% | +2.0% |
| 30D | -2.6% | +5.8% | -8.4% | -3.5% |
| 3M | -34.0% | +14.9% | -48.9% | -35.5% |
| 6M | +10.0% | -0.4% | +10.3% | +9.8% |
| YTD | +45.7% | +18.5% | +27.2% | +41.4% |
| 1Y | +57.3% | +25.1% | +32.2% | +51.2% |
| 3Y | +878.9% | +105.9% | +773.1% | +770.7% |
| 5Y | -28.3% | +143.0% | -171.3% | -37.8% |
| All | +82.7% | +163.6% | -80.9% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling