+153.3%
WULF vs VCIT
+96.1%
+57.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +14.2% | -0.5% | +14.7% | +14.8% |
| 30D | -0.1% | +1.0% | -1.1% | -1.7% |
| 3M | -20.2% | -1.4% | -18.8% | -18.8% |
| 6M | -42.8% | -2.1% | -40.7% | -41.1% |
| YTD | +16.3% | -1.8% | +18.1% | +19.8% |
| 1Y | +8.0% | -1.4% | +9.4% | +10.8% |
| 3Y | +1,263.3% | +19.3% | +1,244.0% | +1,029.9% |
| 5Y | -53.5% | +4.1% | -57.6% | -59.7% |
| 10Y | +42.6% | +30.9% | +11.7% | +31.3% |
| All | +153.3% | +96.1% | +57.2% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling