-24.7%
WULF vs VCLT
-17.2%
-7.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.6% |
| 7D | +1.4% | -1.4% | +2.7% | +3.7% |
| 30D | -2.6% | -1.2% | -1.4% | -0.8% |
| 3M | -34.0% | -4.8% | -29.2% | -28.4% |
| 6M | +10.0% | -2.6% | +12.6% | +16.3% |
| YTD | +45.7% | -3.3% | +49.0% | +55.5% |
| 1Y | +57.3% | -4.8% | +62.2% | +71.8% |
| 3Y | +878.9% | +11.5% | +867.4% | +757.9% |
| All | -24.7% | -17.2% | -7.5% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling