-24.7%
WULF vs GWW
+222.0%
-246.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +1.4% | -3.4% | +4.8% | +3.0% |
| 30D | -2.6% | -1.9% | -0.7% | -1.9% |
| 3M | -34.0% | -2.4% | -31.6% | -33.6% |
| 6M | +10.0% | +15.7% | -5.7% | +1.4% |
| YTD | +45.7% | +27.6% | +18.1% | +27.8% |
| 1Y | +57.3% | +27.2% | +30.1% | +37.7% |
| 3Y | +878.9% | +89.7% | +789.3% | +746.2% |
| All | -24.7% | +222.0% | -246.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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