+892.2%
WULF vs AR
+44.7%
+847.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.5% |
| 7D | +21.9% | -1.8% | +23.7% | +22.8% |
| 30D | +4.6% | +12.6% | -8.0% | -0.7% |
| 3M | -30.9% | +10.0% | -41.0% | -34.5% |
| 6M | +29.9% | +0.6% | +29.2% | +26.1% |
| YTD | +55.4% | +13.4% | +42.0% | +38.1% |
| 1Y | +94.1% | +21.7% | +72.4% | +61.6% |
| 3Y | +892.2% | +45.8% | +846.4% | +662.8% |
| All | +892.2% | +44.7% | +847.5% | +662.8% |
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