+296.4%
ARM vs WULF
+792.4%
-496.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.5% |
| 7D | +5.5% | +7.6% | -2.1% | +3.6% |
| 30D | -8.2% | -8.6% | +0.4% | -6.5% |
| 3M | -35.9% | -37.0% | +1.0% | -28.8% |
| 6M | +103.1% | +7.4% | +95.7% | +100.3% |
| YTD | +130.6% | +43.7% | +86.9% | +109.7% |
| 1Y | +86.1% | +86.1% | -0.1% | +56.1% |
| All | +296.4% | +792.4% | -496.0% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling