-30.9%
WULF vs ARWR
+25.7%
-56.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | -32.3% | +12.7% | -45.0% | -36.1% |
| 6M | +23.7% | +36.2% | -12.5% | +8.1% |
| YTD | +49.1% | +24.5% | +24.6% | +33.5% |
| 1Y | +66.3% | +198.0% | -131.7% | +1.3% |
| 3Y | +851.7% | +176.4% | +675.3% | +438.4% |
| 5Y | -30.9% | +26.6% | -57.5% | -52.1% |
| All | -30.9% | +25.7% | -56.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling