-22.1%
WULF vs GME
+15.0%
-37.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.6% | -10.2% | -6.8% |
| 7D | -12.8% | +7.8% | -20.6% | -13.1% |
| 30D | -20.9% | -0.4% | -20.5% | -20.3% |
| 3M | -38.0% | +30.9% | -68.9% | -38.1% |
| 6M | -47.5% | +5.5% | -53.0% | -46.6% |
| YTD | +1.8% | +25.2% | -23.4% | -5.1% |
| 1Y | -22.1% | +14.4% | -36.4% | -26.6% |
| All | -22.1% | +15.0% | -37.0% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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