+878.9%
WULF vs ARKK
+89.0%
+789.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +2.8% |
| 7D | +1.4% | -3.1% | +4.5% | +6.4% |
| 30D | -2.6% | +2.7% | -5.3% | -7.0% |
| 3M | -34.0% | +10.8% | -44.7% | -44.2% |
| 6M | +10.0% | +14.4% | -4.4% | -11.5% |
| YTD | +45.7% | +8.7% | +37.0% | +29.1% |
| 1Y | +57.3% | +6.7% | +50.6% | +39.6% |
| 3Y | +878.9% | +87.4% | +791.5% | +435.4% |
| All | +878.9% | +89.0% | +789.9% | +435.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling