+86.1%
WULF vs ARMK
+47.4%
+38.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +7.6% | -2.4% | +10.0% | +8.6% |
| 30D | -8.6% | 0.0% | -8.7% | -8.4% |
| 3M | -37.0% | +6.7% | -43.6% | -38.3% |
| 6M | +7.4% | +38.8% | -31.4% | -3.4% |
| YTD | +43.7% | +55.2% | -11.5% | +29.7% |
| 1Y | +86.1% | +46.6% | +39.5% | +69.2% |
| All | +86.1% | +47.4% | +38.7% | +69.2% |
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