+94.0%
WULF vs VCIT
+29.0%
+65.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.4% |
| 7D | +21.9% | +0.1% | +21.8% | +21.7% |
| 30D | +4.6% | -0.8% | +5.3% | +6.2% |
| 3M | -30.9% | -0.5% | -30.4% | -30.0% |
| 6M | +29.9% | -1.4% | +31.3% | +34.9% |
| YTD | +55.4% | -0.8% | +56.2% | +59.6% |
| 1Y | +94.1% | +0.3% | +93.8% | +95.0% |
| 3Y | +892.2% | +19.2% | +873.0% | +626.1% |
| 5Y | -26.7% | +3.6% | -30.3% | -39.0% |
| 10Y | +94.0% | +29.3% | +64.7% | +69.3% |
| All | +94.0% | +29.0% | +65.0% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling