+161.2%
WULF vs ACM
+228.1%
-66.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.3% |
| 7D | +21.9% | -0.3% | +22.2% | +22.0% |
| 30D | +4.6% | -12.9% | +17.5% | +7.1% |
| 3M | -30.9% | -6.4% | -24.6% | -30.5% |
| 6M | +29.9% | -29.2% | +59.1% | +38.8% |
| YTD | +55.4% | -29.9% | +85.4% | +66.0% |
| 1Y | +94.1% | -47.3% | +141.4% | +119.6% |
| 3Y | +892.2% | -19.6% | +911.8% | +952.5% |
| 5Y | -26.7% | +5.5% | -32.3% | -24.0% |
| 10Y | +94.0% | +129.7% | -35.7% | +90.5% |
| All | +161.2% | +228.1% | -66.9% | +126.8% |
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