+901.8%
WULF vs ACM
-22.3%
+924.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -1.8% |
| 7D | +15.6% | -3.7% | +19.3% | +18.9% |
| 30D | +5.7% | -12.7% | +18.4% | +15.3% |
| 3M | -32.3% | -9.8% | -22.5% | -29.0% |
| 6M | +23.7% | -31.4% | +55.1% | +68.1% |
| YTD | +49.1% | -32.1% | +81.2% | +97.5% |
| 1Y | +66.3% | -47.8% | +114.1% | +191.7% |
| All | +901.8% | -22.3% | +924.0% | +1,025.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling