+311.3%
ARM vs WULF
+865.4%
-554.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.2% | -4.4% | +1.8% |
| 7D | +11.4% | +21.9% | -10.5% | +6.1% |
| 30D | -7.4% | +4.6% | -12.0% | -8.7% |
| 3M | -24.5% | -30.9% | +6.4% | -18.0% |
| 6M | +128.7% | +29.9% | +98.8% | +116.1% |
| YTD | +139.3% | +55.4% | +83.8% | +113.4% |
| 1Y | +88.0% | +94.1% | -6.2% | +55.9% |
| All | +311.3% | +865.4% | -554.1% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling