-30.9%
WULF vs ACM
+2.7%
-33.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -1.3% |
| 7D | +15.6% | -3.7% | +19.3% | +19.6% |
| 30D | +5.7% | -12.7% | +18.4% | +16.5% |
| 3M | -32.3% | -9.8% | -22.5% | -28.8% |
| 6M | +23.7% | -31.4% | +55.1% | +71.5% |
| YTD | +49.1% | -32.1% | +81.2% | +101.8% |
| 1Y | +66.3% | -47.8% | +114.1% | +198.2% |
| 3Y | +851.7% | -22.1% | +873.7% | +978.6% |
| 5Y | -30.9% | +1.8% | -32.7% | -34.6% |
| All | -30.9% | +2.7% | -33.7% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling