+57.3%
WULF vs AMCR
+9.4%
+48.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.2% |
| 7D | +1.4% | -6.3% | +7.7% | +3.5% |
| 30D | -2.6% | -7.8% | +5.2% | -0.2% |
| 3M | -34.0% | +7.5% | -41.5% | -39.3% |
| 6M | +10.0% | +2.7% | +7.3% | +2.5% |
| YTD | +45.7% | +6.0% | +39.7% | +36.5% |
| 1Y | +57.3% | +7.8% | +49.5% | +49.5% |
| All | +57.3% | +9.4% | +48.0% | +49.5% |
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