+57.3%
WULF vs GM
+50.1%
+7.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.1% |
| 7D | +1.4% | -2.4% | +3.8% | +2.7% |
| 30D | -2.6% | -1.1% | -1.5% | -2.2% |
| 3M | -34.0% | +6.1% | -40.1% | -37.5% |
| 6M | +10.0% | +15.0% | -5.0% | +0.4% |
| YTD | +45.7% | +6.0% | +39.7% | +37.3% |
| 1Y | +57.3% | +47.1% | +10.2% | +49.6% |
| All | +57.3% | +50.1% | +7.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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