+1,149.5%
WULF vs ACM
-9.1%
+1,158.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.6% |
| 7D | +11.0% | +5.6% | +5.4% | +7.0% |
| 30D | +9.4% | +20.8% | -11.5% | -4.2% |
| 3M | -22.6% | +11.4% | -34.0% | -29.1% |
| 6M | -45.4% | +0.9% | -46.4% | -47.6% |
| YTD | +9.8% | -24.8% | +34.7% | +33.8% |
| 1Y | +8.0% | -46.4% | +54.5% | +94.9% |
| 3Y | +1,149.5% | -9.2% | +1,158.7% | +1,390.8% |
| All | +1,149.5% | -9.1% | +1,158.6% | +1,390.8% |
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 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