+86.9%
WULF vs AMC
-99.0%
+185.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -4.0% |
| 7D | +15.6% | -6.8% | +22.4% | +15.7% |
| 30D | +5.7% | +1.7% | +4.1% | +5.7% |
| 3M | -32.3% | +26.8% | -59.1% | -32.8% |
| 6M | +23.7% | +117.7% | -94.0% | +21.4% |
| YTD | +49.1% | +57.7% | -8.6% | +47.0% |
| 1Y | +66.3% | -12.5% | +78.8% | +65.6% |
| 3Y | +851.7% | -65.7% | +917.4% | +849.3% |
| 5Y | -30.9% | -99.5% | +68.6% | -35.3% |
| 10Y | +86.9% | -99.0% | +185.9% | +104.1% |
| All | +86.9% | -99.0% | +185.9% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling