-34.4%
WULF vs GNRC
+10.1%
-44.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.0% | -4.9% | -7.4% |
| 7D | -20.9% | -15.3% | -5.7% | -10.6% |
| 30D | -32.7% | -22.9% | -9.7% | -18.4% |
| 3M | -44.2% | -20.7% | -23.5% | -33.7% |
| 6M | -57.1% | -34.6% | -22.4% | -42.9% |
| YTD | -12.3% | +26.4% | -38.6% | -28.0% |
| 1Y | -34.4% | +8.3% | -42.6% | -39.2% |
| All | -34.4% | +10.1% | -44.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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