-22.1%
WULF vs ADP
+20.3%
-42.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.5% | -9.2% | -3.3% |
| 7D | -12.8% | +6.4% | -19.2% | -5.0% |
| 30D | -20.9% | +16.6% | -37.5% | -2.7% |
| 3M | -38.0% | +12.9% | -50.9% | -25.8% |
| 6M | -47.5% | +45.7% | -93.2% | -16.0% |
| YTD | +1.8% | +20.6% | -18.8% | +29.6% |
| 1Y | -22.1% | +20.5% | -42.5% | -2.6% |
| All | -22.1% | +20.3% | -42.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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