+151.1%
WULF vs AMCR
+96.6%
+54.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.7% |
| 7D | -0.6% | -5.0% | +4.4% | +0.4% |
| 30D | -3.6% | -8.0% | +4.3% | -2.3% |
| 3M | -30.4% | +14.3% | -44.7% | -32.8% |
| 6M | +12.5% | +5.3% | +7.1% | +10.5% |
| YTD | +40.5% | +7.7% | +32.7% | +37.5% |
| 1Y | +53.0% | +10.8% | +42.1% | +49.0% |
| 3Y | +796.7% | +9.6% | +787.1% | +761.1% |
| 5Y | -30.9% | -10.2% | -20.7% | -31.0% |
| 10Y | +76.1% | +16.5% | +59.6% | +70.0% |
| All | +151.1% | +96.6% | +54.5% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling