+878.9%
WULF vs VCLT
+11.4%
+867.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.6% |
| 7D | +1.4% | -1.4% | +2.7% | +3.9% |
| 30D | -2.6% | -1.2% | -1.4% | -0.7% |
| 3M | -34.0% | -4.8% | -29.2% | -28.0% |
| 6M | +10.0% | -2.6% | +12.6% | +16.9% |
| YTD | +45.7% | -3.3% | +49.0% | +56.1% |
| 1Y | +57.3% | -4.8% | +62.2% | +72.6% |
| 3Y | +878.9% | +11.5% | +867.4% | +806.6% |
| All | +878.9% | +11.4% | +867.6% | +806.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling