+82.7%
WULF vs ACM
+134.0%
-51.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | +1.4% | -4.6% | +6.0% | +3.6% |
| 30D | -2.6% | +4.1% | -6.7% | -4.9% |
| 3M | -34.0% | -8.3% | -25.7% | -32.6% |
| 6M | +10.0% | -30.1% | +40.0% | +27.4% |
| YTD | +45.7% | -32.6% | +78.3% | +70.1% |
| 1Y | +57.3% | -49.6% | +106.9% | +109.7% |
| 3Y | +878.9% | -23.0% | +902.0% | +1,017.0% |
| 5Y | -28.3% | +2.0% | -30.3% | -22.4% |
| All | +82.7% | +134.0% | -51.3% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling