-61.4%
ADBE vs WULF
-31.3%
-30.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.8% | +3.4% | -2.2% |
| 7D | -12.9% | -0.6% | -12.4% | -12.9% |
| 30D | -5.6% | -3.6% | -2.0% | -5.7% |
| 3M | +6.6% | -30.4% | +37.0% | +7.5% |
| 6M | -9.6% | +12.5% | -22.0% | -11.3% |
| YTD | -28.9% | +40.5% | -69.4% | -31.5% |
| 1Y | -28.9% | +53.0% | -81.9% | -32.4% |
| 3Y | -55.6% | +796.7% | -852.3% | -64.9% |
| All | -61.4% | -31.3% | -30.1% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling