+1,841.8%
WULF vs ADP
+4,820.2%
-2,978.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.5% | +11.7% | +8.5% |
| 7D | +21.9% | -5.5% | +27.4% | +22.5% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | -30.9% | +17.9% | -48.8% | -32.3% |
| 6M | +29.9% | +20.3% | +9.6% | +26.5% |
| YTD | +55.4% | +5.8% | +49.6% | +53.4% |
| 1Y | +94.1% | -7.7% | +101.8% | +94.9% |
| 3Y | +892.2% | +14.7% | +877.5% | +875.3% |
| 5Y | -26.7% | +45.8% | -72.5% | -29.2% |
| 10Y | +94.0% | +270.5% | -176.5% | +80.7% |
| All | +1,841.8% | +4,820.2% | -2,978.4% | +1,779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling