+86.1%
WULF vs ADSK
-31.6%
+117.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.3% | +10.0% | -1.8% |
| 7D | +7.6% | -16.4% | +24.0% | -0.3% |
| 30D | -8.6% | -9.2% | +0.6% | -11.4% |
| 3M | -37.0% | -6.7% | -30.2% | -36.1% |
| 6M | +7.4% | -15.5% | +22.9% | +9.4% |
| YTD | +43.7% | -26.4% | +70.1% | +53.8% |
| 1Y | +86.1% | -31.9% | +118.0% | +104.9% |
| All | +86.1% | -31.6% | +117.7% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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