+843.9%
WULF vs ADM
+21.5%
+822.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | -0.6% | +3.0% | -3.6% | -1.2% |
| 30D | -3.6% | +8.7% | -12.3% | -5.5% |
| 3M | -30.4% | +7.6% | -38.0% | -31.6% |
| 6M | +12.5% | +26.9% | -14.4% | +5.8% |
| YTD | +40.5% | +54.3% | -13.8% | +26.3% |
| 1Y | +53.0% | +45.7% | +7.3% | +39.1% |
| All | +843.9% | +21.5% | +822.4% | +884.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling