+1,841.8%
WULF vs ADM
+1,462.5%
+379.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.2% |
| 7D | +21.9% | -0.1% | +22.0% | +21.9% |
| 30D | +4.6% | +11.0% | -6.5% | +3.4% |
| 3M | -30.9% | +6.0% | -36.9% | -31.4% |
| 6M | +29.9% | +26.9% | +3.0% | +26.5% |
| YTD | +55.4% | +50.0% | +5.4% | +49.0% |
| 1Y | +94.1% | +39.6% | +54.5% | +87.1% |
| 3Y | +892.2% | +18.5% | +873.7% | +861.9% |
| 5Y | -26.7% | +62.6% | -89.3% | -30.4% |
| 10Y | +94.0% | +162.4% | -68.4% | +77.8% |
| All | +1,841.8% | +1,462.5% | +379.3% | +1,491.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling