+820.6%
VOO vs WULF
+219.3%
+601.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | -1.1% | -2.6% | +1.5% | -1.1% |
| 3M | +3.9% | -34.0% | +37.9% | +5.1% |
| 6M | +13.6% | +10.0% | +3.6% | +12.6% |
| YTD | +12.7% | +45.7% | -33.0% | +10.3% |
| 1Y | +17.6% | +57.3% | -39.8% | +14.4% |
| 3Y | +77.3% | +878.9% | -801.6% | +56.8% |
| 5Y | +84.1% | -28.3% | +112.4% | +63.6% |
| 10Y | +323.5% | +82.7% | +240.9% | +265.3% |
| All | +820.6% | +219.3% | +601.4% | +657.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling