+34.7%
WULF vs ARWR
+1,024.2%
-989.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.5% |
| 7D | +11.0% | -17.8% | +28.8% | +14.3% |
| 30D | +9.4% | -18.1% | +27.5% | +12.9% |
| 3M | -22.6% | -44.2% | +21.6% | -14.7% |
| 6M | -45.4% | -38.6% | -6.8% | -41.0% |
| YTD | +9.8% | -28.0% | +37.9% | +15.1% |
| 1Y | +8.0% | +16.1% | -8.1% | +4.2% |
| 3Y | +1,149.5% | +84.0% | +1,065.5% | +986.2% |
| 5Y | -55.6% | -35.4% | -20.2% | -59.4% |
| All | +34.7% | +1,024.2% | -989.5% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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