+34.7%
WULF vs ARMK
+131.4%
-96.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +11.0% | +2.7% | +8.3% | +10.1% |
| 30D | +9.4% | -1.5% | +10.8% | +10.6% |
| 3M | -22.6% | -11.6% | -11.1% | -19.1% |
| 6M | -45.4% | +6.7% | -52.2% | -46.1% |
| YTD | +9.8% | +47.4% | -37.6% | -1.5% |
| 1Y | +8.0% | +41.5% | -33.4% | -2.0% |
| 3Y | +1,149.5% | +95.5% | +1,054.0% | +944.2% |
| 5Y | -55.6% | +108.4% | -164.0% | -63.3% |
| All | +34.7% | +131.4% | -96.7% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling