+151.4%
ADBE vs WULF
+82.7%
+68.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.3% |
| 7D | -5.4% | +1.4% | -6.8% | -5.4% |
| 30D | -2.5% | -2.6% | +0.1% | -2.6% |
| 3M | +15.3% | -34.0% | +49.2% | +16.4% |
| 6M | -7.8% | +10.0% | -17.8% | -9.2% |
| YTD | -27.9% | +45.7% | -73.6% | -30.2% |
| 1Y | -28.0% | +57.3% | -85.4% | -30.9% |
| 3Y | -55.3% | +878.9% | -934.3% | -62.8% |
| 5Y | -61.7% | -28.3% | -33.4% | -67.6% |
| All | +151.4% | +82.7% | +68.8% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling