+315.5%
ARM vs WULF
+825.9%
-510.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +2.0% |
| 7D | +12.5% | +15.6% | -3.1% | +8.5% |
| 30D | -1.4% | +5.7% | -7.1% | -3.0% |
| 3M | -18.7% | -32.3% | +13.6% | -11.2% |
| 6M | +124.6% | +23.7% | +100.9% | +114.7% |
| YTD | +141.7% | +49.1% | +92.6% | +117.7% |
| 1Y | +87.7% | +66.3% | +21.4% | +61.3% |
| All | +315.5% | +825.9% | -510.4% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling