+1,191.1%
WULF vs AR
+48.5%
+1,142.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.8% |
| 7D | +29.4% | +6.4% | +23.0% | +26.6% |
| 30D | -1.3% | +3.1% | -4.4% | -2.3% |
| 3M | -24.1% | +3.3% | -27.4% | -25.6% |
| 6M | -42.8% | +6.6% | -49.4% | -45.4% |
| YTD | +13.5% | +12.3% | +1.2% | +1.1% |
| 1Y | +3.2% | +12.3% | -9.2% | -8.3% |
| All | +1,191.1% | +48.5% | +1,142.6% | +856.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling