+35.8%
ARM vs WULF
+3.7%
+32.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -3.2% |
| 7D | +9.1% | +11.0% | -1.9% | +4.6% |
| 30D | -19.9% | +9.4% | -29.3% | -22.9% |
| 3M | -31.6% | -22.6% | -9.0% | -24.9% |
| 6M | -13.9% | -45.4% | +31.5% | +6.6% |
| YTD | +74.3% | +9.8% | +64.5% | +85.0% |
| 1Y | +35.8% | +8.0% | +27.7% | +45.9% |
| All | +35.8% | +3.7% | +32.1% | +45.9% |
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