-30.9%
WULF vs ADP
+43.9%
-74.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | +15.6% | -5.7% | +21.3% | +17.5% |
| 30D | +5.7% | -3.1% | +8.8% | +6.4% |
| 3M | -32.3% | +15.6% | -47.9% | -37.5% |
| 6M | +23.7% | +20.8% | +2.9% | +10.1% |
| YTD | +49.1% | +4.7% | +44.3% | +44.5% |
| 1Y | +66.3% | -8.3% | +74.6% | +78.2% |
| 3Y | +851.7% | +13.6% | +838.1% | +777.1% |
| 5Y | -30.9% | +45.0% | -76.0% | -45.9% |
| All | -30.9% | +43.9% | -74.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling