+409.8%
WULF vs ADVB
-89.4%
+499.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.3% | -3.8% |
| 7D | +15.6% | -13.0% | +28.6% | +16.4% |
| 30D | +5.7% | +7.5% | -1.7% | +5.0% |
| 3M | -32.3% | +129.1% | -161.4% | -41.1% |
| 6M | +23.7% | +71.7% | -48.0% | +6.9% |
| YTD | +49.1% | +45.5% | +3.5% | +30.9% |
| 1Y | +66.3% | -2.7% | +69.1% | +50.3% |
| All | +409.8% | -89.4% | +499.2% | +707.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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