-22.1%
WULF vs VCIT
-0.8%
-21.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -9.0% |
| 7D | -12.8% | +0.4% | -13.3% | -14.4% |
| 30D | -20.9% | +2.2% | -23.1% | -28.8% |
| 3M | -38.0% | -1.8% | -36.2% | -31.4% |
| 6M | -47.5% | -1.6% | -45.9% | -41.6% |
| YTD | +1.8% | -1.7% | +3.6% | +14.0% |
| 1Y | -22.1% | -0.8% | -21.2% | -13.5% |
| All | -22.1% | -0.8% | -21.3% | -13.5% |
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