+836.3%
VZ vs WULF
+1,272.1%
-435.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | +1.5% | +11.0% | -9.5% | +1.4% |
| 30D | +4.4% | +9.4% | -5.0% | +4.3% |
| 3M | -2.4% | -22.6% | +20.3% | -2.3% |
| 6M | +1.4% | -45.4% | +46.8% | +1.6% |
| YTD | +21.4% | +9.8% | +11.6% | +21.0% |
| 1Y | +20.3% | +8.0% | +12.2% | +19.9% |
| 3Y | +57.4% | +1,149.5% | -1,092.1% | +51.2% |
| 5Y | +21.9% | -55.6% | +77.5% | +19.1% |
| 10Y | +70.7% | +34.7% | +36.0% | +61.6% |
| All | +836.3% | +1,272.1% | -435.8% | +759.1% |
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