-22.1%
WULF vs ARKK
-5.7%
-16.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.7% |
| 7D | -12.8% | -6.7% | -6.1% | -3.4% |
| 30D | -20.9% | -13.4% | -7.5% | -1.9% |
| 3M | -38.0% | +4.7% | -42.7% | -41.9% |
| 6M | -47.5% | +2.7% | -50.2% | -49.5% |
| YTD | +1.8% | +4.5% | -2.7% | -5.5% |
| 1Y | -22.1% | -3.7% | -18.3% | -16.1% |
| All | -22.1% | -5.7% | -16.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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