+14.8%
ADI vs WULF
+26.4%
-11.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.4% |
| 7D | +2.6% | +15.6% | -13.0% | -0.8% |
| 30D | -4.6% | +5.7% | -10.4% | -6.2% |
| 3M | -9.5% | -32.3% | +22.8% | -2.9% |
| 6M | +14.8% | +23.7% | -8.8% | +5.7% |
| All | +14.8% | +26.4% | -11.6% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling