+213.1%
WULF vs VCIT
+98.3%
+114.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | -0.3% | +7.9% | +8.1% |
| 30D | -8.6% | -0.8% | -7.9% | -7.7% |
| 3M | -37.0% | -1.0% | -36.0% | -36.0% |
| 6M | +7.4% | -1.8% | +9.3% | +10.8% |
| YTD | +43.7% | -0.7% | +44.4% | +46.1% |
| 1Y | +86.1% | +1.0% | +85.2% | +85.3% |
| 3Y | +733.8% | +18.8% | +715.0% | +593.0% |
| 5Y | -33.6% | +3.5% | -37.1% | -43.0% |
| 10Y | +76.1% | +29.2% | +46.8% | +58.1% |
| All | +213.1% | +98.3% | +114.8% | +273.8% |
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 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