+297.6%
WULF vs ADVB
-97.1%
+394.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.0% | -3.6% | +5.7% |
| 7D | +14.2% | +10.5% | +3.7% | +13.5% |
| 30D | -0.1% | -56.0% | +55.9% | +4.3% |
| 3M | -20.2% | -70.1% | +49.9% | -15.6% |
| 6M | -42.8% | -53.7% | +10.9% | -45.4% |
| YTD | +16.3% | -60.3% | +76.5% | +8.9% |
| 1Y | +8.0% | -73.1% | +81.2% | +8.0% |
| All | +297.6% | -97.1% | +394.7% | +571.8% |
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