+901.8%
WULF vs ARMK
+121.1%
+780.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.2% |
| 7D | +15.6% | +0.3% | +15.3% | +15.5% |
| 30D | +5.7% | +2.4% | +3.4% | +4.0% |
| 3M | -32.3% | +6.1% | -38.3% | -35.2% |
| 6M | +23.7% | +41.8% | -18.1% | -5.0% |
| YTD | +49.1% | +55.5% | -6.5% | +5.5% |
| 1Y | +66.3% | +49.6% | +16.7% | +20.2% |
| All | +901.8% | +121.1% | +780.6% | +312.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling