-24.7%
WULF vs GME
-56.3%
+31.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.9% |
| 7D | +1.4% | +10.4% | -9.0% | -0.9% |
| 30D | -2.6% | +14.1% | -16.7% | -5.5% |
| 3M | -34.0% | -4.6% | -29.3% | -33.7% |
| 6M | +10.0% | -13.5% | +23.5% | +12.5% |
| YTD | +45.7% | +5.3% | +40.4% | +41.7% |
| 1Y | +57.3% | -14.9% | +72.2% | +60.0% |
| 3Y | +878.9% | +24.3% | +854.7% | +575.6% |
| All | -24.7% | -56.3% | +31.6% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling