+1,181.6%
WULF vs AMC
-58.9%
+1,240.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.1% |
| 7D | +0.2% | +5.5% | -5.2% | -0.8% |
| 30D | -8.8% | +16.1% | -24.9% | -11.3% |
| 3M | -22.5% | +43.0% | -65.4% | -28.4% |
| 6M | -46.3% | +130.7% | -177.0% | -57.6% |
| YTD | +9.3% | +121.8% | -112.5% | -14.3% |
| 1Y | -12.2% | +40.7% | -52.8% | -23.1% |
| 3Y | +1,181.6% | -56.8% | +1,238.4% | +1,799.0% |
| All | +1,181.6% | -58.9% | +1,240.5% | +1,799.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling