-22.1%
WULF vs AR
+14.7%
-36.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.3% | -0.4% | -9.0% |
| 7D | -12.8% | -11.1% | -1.7% | -16.8% |
| 30D | -20.9% | +7.9% | -28.8% | -17.6% |
| 3M | -38.0% | +4.9% | -42.9% | -35.8% |
| 6M | -47.5% | -5.3% | -42.2% | -46.5% |
| YTD | +1.8% | +8.6% | -6.8% | +7.7% |
| 1Y | -22.1% | +13.7% | -35.7% | -19.7% |
| All | -22.1% | +14.7% | -36.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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