+25.9%
VZ vs WULF
-30.0%
+55.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.6% | +0.6% |
| 7D | +0.2% | +21.9% | -21.7% | +0.4% |
| 30D | +7.1% | +4.6% | +2.6% | +7.2% |
| 3M | +12.8% | -30.9% | +43.8% | +12.7% |
| 6M | +1.8% | +29.9% | -28.1% | +2.1% |
| YTD | +30.0% | +55.4% | -25.5% | +30.5% |
| 1Y | +24.3% | +94.1% | -69.8% | +24.9% |
| 3Y | +84.3% | +892.2% | -807.9% | +83.4% |
| 5Y | +25.9% | -26.7% | +52.7% | +20.0% |
| All | +25.9% | -30.0% | +55.9% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling