+431.5%
WULF vs ADVB
-88.8%
+520.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +12.0% | +8.4% |
| 7D | +21.9% | -14.0% | +35.9% | +22.8% |
| 30D | +4.6% | +41.0% | -36.4% | +1.9% |
| 3M | -30.9% | +127.9% | -158.9% | -39.7% |
| 6M | +29.9% | +101.3% | -71.5% | +10.0% |
| YTD | +55.4% | +53.8% | +1.7% | +36.0% |
| 1Y | +94.1% | +4.4% | +89.7% | +74.2% |
| All | +431.5% | -88.8% | +520.3% | +739.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling