+261.2%
ARM vs WULF
+1,046.3%
-785.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.9% | -2.2% | +4.4% |
| 7D | -5.3% | +13.2% | -18.5% | -8.3% |
| 30D | -30.0% | -10.1% | -19.9% | -28.2% |
| 3M | -34.1% | -27.5% | -6.6% | -28.8% |
| 6M | -12.6% | -47.1% | +34.4% | +1.5% |
| YTD | +70.4% | +7.7% | +62.7% | +66.9% |
| 1Y | +22.3% | -11.2% | +33.5% | +23.3% |
| 3Y | +261.2% | +1,217.0% | -955.8% | +52.7% |
| All | +261.2% | +1,046.3% | -785.1% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling