+878.9%
WULF vs VEA
+75.8%
+803.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +1.0% |
| 7D | +1.4% | -1.5% | +2.8% | +5.3% |
| 30D | -2.6% | -0.8% | -1.8% | +0.2% |
| 3M | -34.0% | +2.5% | -36.4% | -37.3% |
| 6M | +10.0% | +11.1% | -1.2% | -12.6% |
| YTD | +45.7% | +17.2% | +28.5% | +4.2% |
| 1Y | +57.3% | +24.5% | +32.8% | -3.2% |
| 3Y | +878.9% | +75.4% | +803.5% | +158.7% |
| All | +878.9% | +75.8% | +803.2% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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