-22.6%
ADBE vs WULF
+83.4%
-106.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.5% | -6.5% |
| 7D | -8.6% | +7.6% | -16.1% | -7.8% |
| 30D | +2.8% | -8.6% | +11.4% | +2.1% |
| 3M | +3.1% | -37.0% | +40.1% | +1.0% |
| 6M | -2.4% | +7.4% | -9.8% | -1.8% |
| YTD | -23.9% | +43.7% | -67.5% | -22.4% |
| 1Y | -22.6% | +86.1% | -108.7% | -19.4% |
| All | -22.6% | +83.4% | -106.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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