-24.7%
WULF vs GM
+78.3%
-103.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.2% |
| 7D | +1.4% | -2.4% | +3.8% | +3.0% |
| 30D | -2.6% | -1.1% | -1.5% | -2.1% |
| 3M | -34.0% | +6.1% | -40.1% | -38.0% |
| 6M | +10.0% | +15.0% | -5.0% | -1.8% |
| YTD | +45.7% | +6.0% | +39.7% | +38.4% |
| 1Y | +57.3% | +47.1% | +10.2% | +13.3% |
| 3Y | +878.9% | +170.5% | +708.5% | +337.0% |
| All | -24.7% | +78.3% | -103.0% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling