-24.7%
WULF vs AEM
+306.3%
-331.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.8% |
| 7D | +1.4% | -2.1% | +3.5% | +2.5% |
| 30D | -2.6% | +8.4% | -11.1% | -6.5% |
| 3M | -34.0% | +27.3% | -61.2% | -41.9% |
| 6M | +10.0% | -9.7% | +19.6% | +14.4% |
| YTD | +45.7% | +19.0% | +26.7% | +34.1% |
| 1Y | +57.3% | +31.5% | +25.9% | +37.5% |
| 3Y | +878.9% | +338.7% | +540.2% | +333.5% |
| All | -24.7% | +306.3% | -331.1% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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