+1,762.4%
WULF vs AMGN
+12,242.0%
-10,479.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | +15.6% | -11.6% | +27.2% | +15.7% |
| 30D | +5.7% | -5.7% | +11.4% | +5.7% |
| 3M | -32.3% | +14.2% | -46.5% | -32.5% |
| 6M | +23.7% | +5.2% | +18.5% | +23.5% |
| YTD | +49.1% | +22.0% | +27.1% | +48.6% |
| 1Y | +66.3% | +43.6% | +22.7% | +65.4% |
| 3Y | +851.7% | +65.0% | +786.7% | +847.9% |
| 5Y | -30.9% | +112.0% | -143.0% | -31.1% |
| 10Y | +86.9% | +216.6% | -129.6% | +88.1% |
| All | +1,762.4% | +12,242.0% | -10,479.6% | +2,779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling