-30.9%
WULF vs ARMK
+147.8%
-178.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.6% |
| 7D | -0.6% | -0.9% | +0.4% | +0.3% |
| 30D | -3.6% | -5.9% | +2.3% | +1.5% |
| 3M | -30.4% | +6.7% | -37.1% | -34.1% |
| 6M | +12.5% | +42.5% | -30.1% | -16.3% |
| YTD | +40.5% | +55.1% | -14.7% | -3.6% |
| 1Y | +53.0% | +50.3% | +2.7% | +6.6% |
| 3Y | +796.7% | +122.2% | +674.5% | +326.0% |
| 5Y | -30.9% | +155.2% | -186.0% | -68.2% |
| All | -30.9% | +147.8% | -178.7% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling