+942.2%
VTI vs WULF
+739.6%
+202.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.4% |
| 7D | -2.0% | -0.6% | -1.5% | -2.0% |
| 30D | -1.9% | -3.6% | +1.7% | -1.9% |
| 3M | +4.5% | -30.4% | +34.9% | +5.5% |
| 6M | +12.6% | +12.5% | +0.1% | +11.5% |
| YTD | +12.0% | +40.5% | -28.5% | +9.7% |
| 1Y | +17.3% | +53.0% | -35.6% | +14.2% |
| 3Y | +75.3% | +796.7% | -721.3% | +54.8% |
| 5Y | +74.0% | -30.9% | +104.9% | +55.5% |
| 10Y | +300.0% | +76.1% | +223.9% | +240.7% |
| All | +942.2% | +739.6% | +202.6% | +725.0% |
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