+249.6%
WULF vs GNRC
+2,082.9%
-1,833.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.9% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -2.6% | -15.7% | +13.1% | +2.5% |
| 3M | -34.0% | -27.3% | -6.6% | -27.7% |
| 6M | +10.0% | -12.1% | +22.0% | +14.4% |
| YTD | +45.7% | +37.1% | +8.6% | +35.0% |
| 1Y | +57.3% | -0.5% | +57.8% | +58.1% |
| 3Y | +878.9% | +61.5% | +817.4% | +791.3% |
| 5Y | -28.3% | -58.6% | +30.3% | -25.6% |
| 10Y | +82.7% | +446.3% | -363.6% | +55.3% |
| All | +249.6% | +2,082.9% | -1,833.3% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling