+53.0%
WULF vs ARWR
+195.4%
-142.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -5.9% | -5.8% |
| 7D | -0.6% | -4.3% | +3.8% | +0.7% |
| 30D | -3.6% | -7.3% | +3.6% | -1.5% |
| 3M | -30.4% | +17.0% | -47.4% | -34.0% |
| 6M | +12.5% | +39.8% | -27.3% | +2.6% |
| YTD | +40.5% | +24.7% | +15.8% | +30.7% |
| 1Y | +53.0% | +186.5% | -133.5% | +19.2% |
| All | +53.0% | +195.4% | -142.4% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling