+835.3%
VZ vs WULF
+1,265.5%
-430.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.5% |
| 7D | +2.4% | +0.2% | +2.1% | +2.4% |
| 30D | +11.2% | -8.8% | +20.0% | +11.2% |
| 3M | 0.0% | -22.5% | +22.5% | 0.0% |
| 6M | +1.3% | -46.3% | +47.6% | +1.5% |
| YTD | +21.3% | +9.3% | +12.0% | +20.9% |
| 1Y | +23.9% | -12.2% | +36.1% | +23.7% |
| 3Y | +57.7% | +1,181.6% | -1,123.9% | +51.4% |
| 5Y | +21.2% | -55.4% | +76.6% | +18.4% |
| 10Y | +70.6% | +34.1% | +36.5% | +61.4% |
| All | +835.3% | +1,265.5% | -430.2% | +758.2% |
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