+34.1%
WULF vs AMBA
+4.2%
+29.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +2.1% |
| 7D | +0.2% | -2.6% | +2.9% | +1.6% |
| 30D | -8.8% | -10.5% | +1.7% | -4.6% |
| 3M | -22.5% | -26.4% | +4.0% | -14.2% |
| 6M | -46.3% | -20.9% | -25.4% | -43.7% |
| YTD | +9.3% | -14.8% | +24.1% | +11.9% |
| 1Y | -12.2% | -36.1% | +23.9% | -2.9% |
| 3Y | +1,181.6% | +20.2% | +1,161.4% | +1,086.3% |
| 5Y | -55.4% | -67.2% | +11.8% | -53.7% |
| All | +34.1% | +4.2% | +29.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling