+651.5%
ADI vs WULF
+82.7%
+568.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.1% | +4.6% |
| 7D | +4.6% | +1.4% | +3.2% | +4.5% |
| 30D | -1.2% | -2.6% | +1.4% | -1.1% |
| 3M | -7.8% | -34.0% | +26.2% | -6.0% |
| 6M | +19.3% | +10.0% | +9.4% | +18.1% |
| YTD | +40.9% | +45.7% | -4.8% | +36.7% |
| 1Y | +54.5% | +57.3% | -2.8% | +48.5% |
| 3Y | +123.4% | +878.9% | -755.5% | +85.6% |
| 5Y | +142.3% | -28.3% | +170.6% | +101.3% |
| All | +651.5% | +82.7% | +568.8% | +516.5% |
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