+297.8%
VTI vs WULF
+82.7%
+215.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | -1.4% | -2.6% | +1.2% | -1.5% |
| 3M | +3.6% | -34.0% | +37.6% | +5.0% |
| 6M | +13.6% | +10.0% | +3.6% | +12.4% |
| YTD | +12.9% | +45.7% | -32.8% | +10.1% |
| 1Y | +17.2% | +57.3% | -40.1% | +13.4% |
| 3Y | +75.7% | +878.9% | -803.3% | +51.7% |
| 5Y | +75.4% | -28.3% | +103.7% | +52.3% |
| All | +297.8% | +82.7% | +215.1% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling