+878.9%
WULF vs ADSK
-3.2%
+882.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | -2.6% | -14.9% | +12.3% | +3.8% |
| 3M | -34.0% | +3.3% | -37.3% | -39.1% |
| 6M | +10.0% | -15.7% | +25.6% | +13.5% |
| YTD | +45.7% | -28.2% | +73.9% | +72.7% |
| 1Y | +57.3% | -34.5% | +91.9% | +107.2% |
| 3Y | +878.9% | -2.9% | +881.8% | +762.8% |
| All | +878.9% | -3.2% | +882.2% | +762.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling