+8.0%
WULF vs ARWR
+17.3%
-9.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.7% |
| 7D | +11.0% | -17.8% | +28.8% | +17.2% |
| 30D | +9.4% | -18.1% | +27.5% | +16.2% |
| 3M | -22.6% | -44.2% | +21.6% | -6.4% |
| 6M | -45.4% | -38.6% | -6.8% | -36.5% |
| YTD | +9.8% | -28.0% | +37.9% | +20.3% |
| 1Y | +8.0% | +16.1% | -8.1% | +3.8% |
| All | +8.0% | +17.3% | -9.3% | +3.8% |
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