-22.1%
WULF vs ADM
+29.8%
-51.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -7.0% | -6.6% |
| 7D | -12.8% | -8.3% | -4.5% | -13.5% |
| 30D | -20.9% | -14.1% | -6.8% | -21.6% |
| 3M | -38.0% | -10.7% | -27.3% | -38.9% |
| 6M | -47.5% | -5.9% | -41.6% | -48.6% |
| YTD | +1.8% | +25.8% | -23.9% | -3.6% |
| 1Y | -22.1% | +21.3% | -43.3% | -27.1% |
| All | -22.1% | +29.8% | -51.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling