-22.1%
WULF vs ARMK
+41.1%
-63.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.2% | -2.4% | -3.9% |
| 7D | -12.8% | -5.8% | -7.0% | -9.2% |
| 30D | -20.9% | -5.3% | -15.6% | -17.7% |
| 3M | -38.0% | -6.7% | -31.3% | -34.8% |
| 6M | -47.5% | +17.4% | -64.9% | -49.2% |
| YTD | +1.8% | +43.0% | -41.2% | -2.7% |
| 1Y | -22.1% | +40.3% | -62.4% | -25.9% |
| All | -22.1% | +41.1% | -63.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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