+82.7%
WULF vs ARMK
+146.1%
-63.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +2.8% |
| 7D | +1.4% | +3.1% | -1.7% | +0.5% |
| 30D | -2.6% | -2.8% | +0.2% | -1.7% |
| 3M | -34.0% | +7.6% | -41.5% | -35.4% |
| 6M | +10.0% | +47.9% | -37.9% | -1.9% |
| YTD | +45.7% | +60.0% | -14.3% | +26.7% |
| 1Y | +57.3% | +52.2% | +5.1% | +38.5% |
| 3Y | +878.9% | +131.4% | +747.5% | +679.5% |
| 5Y | -28.3% | +163.2% | -191.5% | -43.3% |
| All | +82.7% | +146.1% | -63.4% | +62.6% |
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