+1.6%
WULF vs AMC
-97.5%
+99.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.4% |
| 7D | +0.2% | +5.5% | -5.2% | +0.1% |
| 30D | -8.8% | +16.1% | -24.9% | -9.0% |
| 3M | -22.5% | +43.0% | -65.4% | -23.1% |
| 6M | -46.3% | +130.7% | -177.0% | -47.4% |
| YTD | +9.3% | +121.8% | -112.5% | +7.0% |
| 1Y | -12.2% | +40.7% | -52.8% | -13.4% |
| 3Y | +1,181.6% | -56.8% | +1,238.4% | +1,169.5% |
| 5Y | -55.4% | -99.1% | +43.7% | -57.9% |
| 10Y | +34.1% | -98.7% | +132.7% | +61.0% |
| All | +1.6% | -97.5% | +99.1% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling