+86.1%
ARM vs WULF
+83.4%
+2.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.4% |
| 7D | +5.5% | +7.6% | -2.1% | +2.9% |
| 30D | -8.2% | -8.6% | +0.4% | -5.9% |
| 3M | -35.9% | -37.0% | +1.0% | -26.9% |
| 6M | +103.1% | +7.4% | +95.7% | +107.0% |
| YTD | +130.6% | +43.7% | +86.9% | +120.0% |
| 1Y | +86.1% | +86.1% | -0.1% | +65.9% |
| All | +86.1% | +83.4% | +2.6% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1y: compounded portfolio wealth divided by compounded WULF 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…
1y analysis · Full analysis span regression · 6 months rolling