+77.3%
VOO vs WULF
+830.0%
-752.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.6% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -1.1% | -2.6% | +1.5% | -1.1% |
| 3M | +3.9% | -34.0% | +37.9% | +5.8% |
| 6M | +13.6% | +10.0% | +3.6% | +12.0% |
| YTD | +12.7% | +45.7% | -33.0% | +8.9% |
| 1Y | +17.6% | +57.3% | -39.8% | +12.4% |
| 3Y | +77.3% | +878.9% | -801.6% | +49.2% |
| All | +77.3% | +830.0% | -752.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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