+288.1%
WULF vs ADVB
-95.9%
+384.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +42.7% | -45.1% | -5.1% |
| 7D | +29.4% | +74.2% | -44.8% | +24.1% |
| 30D | -1.3% | -35.9% | +34.6% | +0.1% |
| 3M | -24.1% | -56.4% | +32.3% | -22.1% |
| 6M | -42.8% | -36.7% | -6.1% | -46.6% |
| YTD | +13.5% | -43.3% | +56.8% | +3.3% |
| 1Y | +3.2% | -63.4% | +66.5% | +1.1% |
| All | +288.1% | -95.9% | +384.0% | +537.5% |
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