-24.7%
WULF vs GILD
+142.1%
-166.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +1.4% | -4.8% | +6.2% | +2.6% |
| 30D | -2.6% | +5.8% | -8.4% | -4.4% |
| 3M | -34.0% | +14.9% | -48.9% | -37.2% |
| 6M | +10.0% | -0.4% | +10.3% | +9.7% |
| YTD | +45.7% | +18.5% | +27.2% | +36.4% |
| 1Y | +57.3% | +25.1% | +32.2% | +43.7% |
| 3Y | +878.9% | +105.9% | +773.1% | +613.1% |
| All | -24.7% | +142.1% | -166.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling