-28.0%
WULF vs AR
+148.0%
-176.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.4% |
| 7D | +21.9% | -1.8% | +23.7% | +22.6% |
| 30D | +4.6% | +12.6% | -8.0% | +0.6% |
| 3M | -30.9% | +10.0% | -41.0% | -33.6% |
| 6M | +29.9% | +0.6% | +29.2% | +27.1% |
| YTD | +55.4% | +13.4% | +42.0% | +43.8% |
| 1Y | +94.1% | +21.7% | +72.4% | +73.2% |
| 3Y | +892.2% | +45.8% | +846.4% | +750.7% |
| All | -28.0% | +148.0% | -176.0% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling