+86.1%
WULF vs VCIT
+1.3%
+84.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | +7.6% | -0.3% | +7.9% | +9.3% |
| 30D | -8.6% | -0.8% | -7.9% | -5.4% |
| 3M | -37.0% | -1.0% | -36.0% | -33.6% |
| 6M | +7.4% | -1.8% | +9.3% | +11.9% |
| YTD | +43.7% | -0.7% | +44.4% | +50.8% |
| 1Y | +86.1% | +1.0% | +85.2% | +110.2% |
| All | +86.1% | +1.3% | +84.9% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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