+180.6%
WULF vs GM
+232.1%
-51.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.8% | -8.6% | -6.7% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -3.6% | -3.4% | -0.2% | -2.7% |
| 3M | -30.4% | +8.7% | -39.1% | -32.6% |
| 6M | +12.5% | +15.4% | -2.9% | +7.6% |
| YTD | +40.5% | +6.6% | +33.9% | +38.0% |
| 1Y | +53.0% | +51.5% | +1.5% | +34.0% |
| 3Y | +796.7% | +169.3% | +627.3% | +584.8% |
| 5Y | -30.9% | +81.6% | -112.4% | -44.1% |
| 10Y | +76.1% | +240.7% | -164.6% | +34.5% |
| All | +180.6% | +232.1% | -51.5% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling