+33.6%
WULF vs AMC
-98.1%
+131.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.6% |
| 7D | +7.6% | +2.3% | +5.2% | +7.5% |
| 30D | -8.6% | -0.7% | -7.9% | -8.6% |
| 3M | -37.0% | +35.2% | -72.2% | -37.6% |
| 6M | +7.4% | +124.6% | -117.2% | +5.3% |
| YTD | +43.7% | +69.9% | -26.2% | +41.4% |
| 1Y | +86.1% | -2.6% | +88.7% | +84.9% |
| 3Y | +733.8% | -79.8% | +813.6% | +729.8% |
| 5Y | -33.6% | -99.4% | +65.8% | -37.2% |
| 10Y | +76.1% | -98.9% | +174.9% | +110.5% |
| All | +33.6% | -98.1% | +131.6% | +30.0% |
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 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