+82.7%
WULF vs ARWR
+1,081.9%
-999.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -4.0% | +5.4% | +2.1% |
| 30D | -2.6% | -5.0% | +2.4% | -1.7% |
| 3M | -34.0% | +11.3% | -45.3% | -35.4% |
| 6M | +10.0% | +42.6% | -32.6% | +3.6% |
| YTD | +45.7% | +24.8% | +20.9% | +39.7% |
| 1Y | +57.3% | +178.8% | -121.4% | +31.8% |
| 3Y | +878.9% | +183.3% | +695.6% | +691.4% |
| 5Y | -28.3% | +29.5% | -57.8% | -40.1% |
| All | +82.7% | +1,081.9% | -999.2% | +38.6% |
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