+1,317.7%
WULF vs ARWR
-95.9%
+1,413.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -2.3% |
| 7D | +29.4% | -17.9% | +47.3% | +29.6% |
| 30D | -1.3% | -18.9% | +17.6% | -1.1% |
| 3M | -24.1% | -46.0% | +21.8% | -23.6% |
| 6M | -42.8% | -40.3% | -2.5% | -42.5% |
| YTD | +13.5% | -29.0% | +42.5% | +13.9% |
| 1Y | +3.2% | +13.8% | -10.7% | +3.0% |
| 3Y | +1,230.6% | +74.9% | +1,155.7% | +1,220.9% |
| 5Y | -54.1% | -36.2% | -17.9% | -54.2% |
| 10Y | +39.2% | +1,028.0% | -988.8% | +35.2% |
| All | +1,317.7% | -95.9% | +1,413.6% | +1,003.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling