-22.1%
WULF vs AMC
+38.0%
-60.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.3% | -13.9% | -7.9% |
| 7D | -12.8% | +17.7% | -30.5% | -15.6% |
| 30D | -20.9% | +26.2% | -47.1% | -24.1% |
| 3M | -38.0% | +31.3% | -69.4% | -41.3% |
| 6M | -47.5% | +142.8% | -190.3% | -60.0% |
| YTD | +1.8% | +125.6% | -123.8% | -23.0% |
| 1Y | -22.1% | +40.2% | -62.3% | -15.7% |
| All | -22.1% | +38.0% | -60.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling