+82.7%
WULF vs AMGN
+206.2%
-123.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +3.9% |
| 7D | +1.4% | -13.7% | +15.1% | +3.1% |
| 30D | -2.6% | -8.8% | +6.2% | -1.9% |
| 3M | -34.0% | +7.2% | -41.2% | -35.3% |
| 6M | +10.0% | +1.3% | +8.7% | +8.7% |
| YTD | +45.7% | +17.6% | +28.0% | +40.4% |
| 1Y | +57.3% | +37.2% | +20.2% | +47.3% |
| 3Y | +878.9% | +57.7% | +821.2% | +805.0% |
| 5Y | -28.3% | +106.3% | -134.6% | -35.9% |
| All | +82.7% | +206.2% | -123.5% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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