-19.0%
WULF vs AR
-28.5%
+9.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +11.0% | +7.4% | +3.6% | +10.1% |
| 30D | +9.4% | +5.8% | +3.6% | +8.7% |
| 3M | -22.6% | +5.2% | -27.8% | -23.2% |
| 6M | -45.4% | +5.4% | -50.9% | -46.1% |
| YTD | +9.8% | +12.4% | -2.6% | +6.9% |
| 1Y | +8.0% | +12.8% | -4.8% | +5.1% |
| 3Y | +1,149.5% | +47.2% | +1,102.3% | +1,089.4% |
| 5Y | -55.6% | +101.1% | -156.7% | -58.4% |
| 10Y | +34.7% | +57.6% | -22.9% | +13.0% |
| All | -19.0% | -28.5% | +9.4% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling