-25.9%
ADBE vs WULF
-22.8%
-3.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.6% | +0.1% |
| 7D | -0.5% | -12.8% | +12.3% | -2.0% |
| 30D | +4.1% | -20.9% | +25.0% | +1.5% |
| 3M | -3.5% | -38.0% | +34.5% | -8.2% |
| 6M | -2.2% | -47.5% | +45.4% | -6.8% |
| YTD | -29.0% | +1.8% | -30.8% | -28.7% |
| 1Y | -25.9% | -22.1% | -3.9% | -26.1% |
| All | -25.9% | -22.8% | -3.1% | -26.1% |
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