+12.5%
WULF vs ARKK
+12.2%
+0.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -3.7% |
| 7D | -0.6% | -4.7% | +4.1% | +5.2% |
| 30D | -3.6% | +3.1% | -6.7% | -7.0% |
| 3M | -30.4% | +13.8% | -44.2% | -40.9% |
| 6M | +12.5% | +14.0% | -1.5% | -4.0% |
| All | +12.5% | +12.2% | +0.3% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling