+23.7%
WULF vs VCLT
-2.7%
+26.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.5% |
| 7D | +15.6% | 0.0% | +15.6% | +15.6% |
| 30D | +5.7% | +0.1% | +5.6% | +4.9% |
| 3M | -32.3% | -2.9% | -29.4% | -25.0% |
| 6M | +23.7% | -4.0% | +27.6% | +41.4% |
| All | +23.7% | -2.7% | +26.4% | +41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling