-22.1%
WULF vs AMCR
+32.3%
-54.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.3% | -9.9% | -7.1% |
| 7D | -12.8% | +6.2% | -19.0% | -14.4% |
| 30D | -20.9% | +16.0% | -36.9% | -24.5% |
| 3M | -38.0% | +4.4% | -42.4% | -39.0% |
| 6M | -47.5% | +35.5% | -83.0% | -56.6% |
| YTD | +1.8% | +21.5% | -19.7% | -7.5% |
| 1Y | -22.1% | +30.7% | -52.8% | -29.1% |
| All | -22.1% | +32.3% | -54.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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