+1,654.8%
WULF vs GWW
+6,544.1%
-4,889.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.7% |
| 7D | -0.6% | -3.1% | +2.6% | -0.2% |
| 30D | -3.6% | -2.3% | -1.3% | -3.4% |
| 3M | -30.4% | -3.3% | -27.1% | -30.2% |
| 6M | +12.5% | +15.4% | -2.9% | +10.7% |
| YTD | +40.5% | +26.7% | +13.7% | +36.9% |
| 1Y | +53.0% | +29.0% | +24.0% | +48.7% |
| 3Y | +796.7% | +89.0% | +707.7% | +758.9% |
| 5Y | -30.9% | +221.8% | -252.6% | -36.0% |
| 10Y | +76.1% | +562.7% | -486.6% | +55.0% |
| All | +1,654.8% | +6,544.1% | -4,889.3% | +1,307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling