+84.6%
WULF vs ACM
+252.1%
-167.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +11.0% | +5.6% | +5.4% | +9.8% |
| 30D | +9.4% | +20.8% | -11.5% | +5.0% |
| 3M | -22.6% | +11.4% | -34.0% | -24.6% |
| 6M | -45.4% | +0.9% | -46.4% | -46.0% |
| YTD | +9.8% | -24.8% | +34.7% | +15.4% |
| 1Y | +8.0% | -46.4% | +54.5% | +21.9% |
| 3Y | +1,149.5% | -9.2% | +1,158.7% | +1,192.2% |
| 5Y | -55.6% | +5.0% | -60.6% | -54.4% |
| 10Y | +34.7% | +130.6% | -95.9% | +30.8% |
| All | +84.6% | +252.1% | -167.5% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling