+1,762.4%
WULF vs GSK
+1,041.5%
+720.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +15.6% | -3.6% | +19.2% | +15.9% |
| 30D | +5.7% | -5.9% | +11.7% | +6.2% |
| 3M | -32.3% | -4.3% | -28.0% | -32.2% |
| 6M | +23.7% | -10.8% | +34.5% | +24.8% |
| YTD | +49.1% | +1.8% | +47.3% | +48.3% |
| 1Y | +66.3% | +23.5% | +42.8% | +61.8% |
| 3Y | +851.7% | +49.5% | +802.1% | +796.8% |
| 5Y | -30.9% | +49.7% | -80.6% | -35.0% |
| 10Y | +86.9% | +81.9% | +5.0% | +72.6% |
| All | +1,762.4% | +1,041.5% | +720.9% | +1,697.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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