-32.3%
WULF vs VCIT
+3.8%
-36.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | +7.6% | -0.3% | +7.9% | +8.7% |
| 30D | -8.6% | -0.8% | -7.9% | -6.5% |
| 3M | -37.0% | -1.0% | -36.0% | -34.8% |
| 6M | +7.4% | -1.8% | +9.3% | +14.9% |
| YTD | +43.7% | -0.7% | +44.4% | +48.7% |
| 1Y | +86.1% | +1.0% | +85.2% | +83.5% |
| 3Y | +733.8% | +18.8% | +715.0% | +415.4% |
| All | -32.3% | +3.8% | -36.1% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling