+22.0%
VZ vs WULF
+78.8%
-56.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.5% |
| 7D | -1.0% | +15.6% | -16.5% | -0.2% |
| 30D | +5.8% | +5.7% | 0.0% | +6.2% |
| 3M | +10.5% | -32.3% | +42.8% | +9.4% |
| 6M | +1.8% | +23.7% | -21.9% | +4.0% |
| YTD | +28.3% | +49.1% | -20.8% | +32.3% |
| 1Y | +22.0% | +66.3% | -44.4% | +26.5% |
| All | +22.0% | +78.8% | -56.9% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling