+82.7%
WULF vs AMCR
+14.6%
+68.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.0% |
| 7D | +1.4% | -6.3% | +7.7% | +2.7% |
| 30D | -2.6% | -7.8% | +5.2% | -1.1% |
| 3M | -34.0% | +7.5% | -41.5% | -35.8% |
| 6M | +10.0% | +2.7% | +7.3% | +8.2% |
| YTD | +45.7% | +6.0% | +39.7% | +42.5% |
| 1Y | +57.3% | +7.8% | +49.5% | +53.3% |
| 3Y | +878.9% | +5.8% | +873.2% | +838.0% |
| 5Y | -28.3% | -11.6% | -16.7% | -28.3% |
| All | +82.7% | +14.6% | +68.0% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling