+3.2%
WULF vs AMC
+37.4%
-34.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.9% |
| 7D | +29.4% | +8.4% | +20.9% | +27.3% |
| 30D | -1.3% | +9.2% | -10.4% | -2.5% |
| 3M | -24.1% | +32.0% | -56.2% | -28.0% |
| 6M | -42.8% | +149.3% | -192.1% | -57.3% |
| YTD | +13.5% | +114.1% | -100.6% | -12.3% |
| 1Y | +3.2% | +35.8% | -32.6% | +25.9% |
| All | +3.2% | +37.4% | -34.3% | +25.9% |
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