+73.3%
VZ vs WULF
+39.2%
+34.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +0.9% | +29.4% | -28.4% | +1.1% |
| 30D | +6.9% | -1.3% | +8.2% | +7.0% |
| 3M | +0.6% | -24.1% | +24.8% | +0.6% |
| 6M | +0.3% | -42.8% | +43.1% | +0.2% |
| YTD | +21.9% | +13.5% | +8.4% | +22.0% |
| 1Y | +21.7% | +3.2% | +18.5% | +21.7% |
| 3Y | +58.5% | +1,230.6% | -1,172.1% | +55.6% |
| 5Y | +22.4% | -54.1% | +76.5% | +20.9% |
| All | +73.3% | +39.2% | +34.2% | +66.3% |
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