-55.4%
WULF vs VCIT
+3.3%
-58.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +3.4% |
| 7D | +0.2% | +0.1% | +0.1% | -0.4% |
| 30D | -8.8% | +1.1% | -9.9% | -12.4% |
| 3M | -22.5% | -1.4% | -21.1% | -19.6% |
| 6M | -46.3% | -2.3% | -44.0% | -42.3% |
| YTD | +9.3% | -1.8% | +11.1% | +16.6% |
| 1Y | -12.2% | -1.0% | -11.2% | -8.4% |
| 3Y | +1,181.6% | +19.3% | +1,162.4% | +669.0% |
| 5Y | -55.4% | +3.8% | -59.2% | -69.8% |
| All | -55.4% | +3.3% | -58.7% | -69.8% |
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