+1,695.0%
WULF vs ARWR
-92.4%
+1,787.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +7.6% | +1.7% | +5.9% | +7.5% |
| 30D | -8.6% | -0.7% | -8.0% | -8.6% |
| 3M | -37.0% | +14.9% | -51.8% | -37.1% |
| 6M | +7.4% | +32.6% | -25.2% | +7.1% |
| YTD | +43.7% | +30.0% | +13.6% | +43.2% |
| 1Y | +86.1% | +208.4% | -122.2% | +83.8% |
| 3Y | +733.8% | +208.8% | +525.0% | +722.6% |
| 5Y | -33.6% | +27.8% | -61.4% | -34.1% |
| 10Y | +76.1% | +1,107.6% | -1,031.5% | +70.3% |
| All | +1,695.0% | -92.4% | +1,787.4% | +1,288.6% |
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