-24.7%
WULF vs AMGN
+103.1%
-127.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +3.9% |
| 7D | +1.4% | -13.7% | +15.1% | +3.5% |
| 30D | -2.6% | -8.8% | +6.2% | -1.8% |
| 3M | -34.0% | +7.2% | -41.2% | -36.0% |
| 6M | +10.0% | +1.3% | +8.7% | +7.9% |
| YTD | +45.7% | +17.6% | +28.0% | +37.7% |
| 1Y | +57.3% | +37.2% | +20.2% | +41.8% |
| 3Y | +878.9% | +57.7% | +821.2% | +775.1% |
| All | -24.7% | +103.1% | -127.8% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling