+1,149.5%
WULF vs ADP
+46.4%
+1,103.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.0% |
| 7D | +11.0% | +2.2% | +8.8% | +11.8% |
| 30D | +9.4% | +10.6% | -1.2% | +13.2% |
| 3M | -22.6% | +12.9% | -35.5% | -19.2% |
| 6M | -45.4% | +50.6% | -96.1% | -44.1% |
| YTD | +9.8% | +23.2% | -13.4% | +24.8% |
| 1Y | +8.0% | +25.3% | -17.2% | +19.9% |
| 3Y | +1,149.5% | +47.1% | +1,102.4% | +1,855.8% |
| All | +1,149.5% | +46.4% | +1,103.1% | +1,855.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling