+82.7%
WULF vs ADM
+177.9%
-95.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | +2.5% | -1.1% | +0.8% |
| 30D | -2.6% | +9.5% | -12.1% | -4.9% |
| 3M | -34.0% | +10.6% | -44.6% | -35.7% |
| 6M | +10.0% | +24.0% | -14.0% | +3.6% |
| YTD | +45.7% | +54.0% | -8.3% | +30.4% |
| 1Y | +57.3% | +45.3% | +12.0% | +42.2% |
| 3Y | +878.9% | +21.8% | +857.2% | +800.4% |
| 5Y | -28.3% | +66.8% | -95.1% | -36.7% |
| All | +82.7% | +177.9% | -95.2% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling