+1,720.0%
WULF vs GILD
+62,235.1%
-60,515.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | +1.4% | -4.8% | +6.2% | +1.4% |
| 30D | -2.6% | +5.8% | -8.4% | -2.6% |
| 3M | -34.0% | +14.9% | -48.9% | -33.9% |
| 6M | +10.0% | -0.4% | +10.3% | +10.0% |
| YTD | +45.7% | +18.5% | +27.2% | +45.9% |
| 1Y | +57.3% | +25.1% | +32.2% | +57.6% |
| 3Y | +878.9% | +105.9% | +773.1% | +884.0% |
| 5Y | -28.3% | +143.0% | -171.3% | -27.8% |
| 10Y | +82.7% | +162.4% | -79.7% | +84.8% |
| All | +1,720.0% | +62,235.1% | -60,515.2% | +2,413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling