+901.8%
WULF vs ARWR
+173.2%
+728.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.9% |
| 7D | +15.6% | -3.2% | +18.8% | +17.1% |
| 30D | +5.7% | -6.5% | +12.2% | +8.7% |
| 3M | -32.3% | +12.7% | -45.0% | -36.3% |
| 6M | +23.7% | +36.2% | -12.5% | +7.6% |
| YTD | +49.1% | +24.5% | +24.6% | +33.0% |
| 1Y | +66.3% | +198.0% | -131.7% | -1.6% |
| All | +901.8% | +173.2% | +728.6% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling