-24.7%
WULF vs AMCR
-12.3%
-12.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.3% |
| 7D | +1.4% | -6.3% | +7.7% | +3.9% |
| 30D | -2.6% | -7.8% | +5.2% | +0.2% |
| 3M | -34.0% | +7.5% | -41.5% | -37.5% |
| 6M | +10.0% | +2.7% | +7.3% | +6.2% |
| YTD | +45.7% | +6.0% | +39.7% | +38.8% |
| 1Y | +57.3% | +7.8% | +49.5% | +48.7% |
| 3Y | +878.9% | +5.8% | +873.2% | +757.2% |
| All | -24.7% | -12.3% | -12.4% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling