+1,047.8%
WULF vs GME
+1,127.7%
-79.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -4.3% |
| 7D | +15.6% | +4.8% | +10.7% | +15.3% |
| 30D | +5.7% | +5.9% | -0.1% | +5.4% |
| 3M | -32.3% | -10.7% | -21.6% | -32.0% |
| 6M | +23.7% | -19.8% | +43.5% | +24.8% |
| YTD | +49.1% | -0.9% | +50.0% | +48.7% |
| 1Y | +66.3% | -15.7% | +82.0% | +67.1% |
| 3Y | +851.7% | +12.3% | +839.4% | +817.5% |
| 5Y | -30.9% | -60.1% | +29.1% | -33.1% |
| 10Y | +86.9% | +265.3% | -178.4% | +64.3% |
| All | +1,047.8% | +1,127.7% | -79.8% | +805.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling