+86.1%
WULF vs VEEV
+2.5%
+83.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +0.8% |
| 7D | +7.6% | -0.6% | +8.1% | +7.4% |
| 30D | -8.6% | +28.8% | -37.5% | +0.1% |
| 3M | -37.0% | +54.0% | -91.0% | -27.0% |
| 6M | +7.4% | +46.0% | -38.5% | +27.1% |
| YTD | +43.7% | +23.2% | +20.5% | +65.3% |
| 1Y | +86.1% | +1.9% | +84.3% | +112.0% |
| All | +86.1% | +2.5% | +83.6% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 1y: compounded portfolio wealth divided by compounded VEEV 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…
1y analysis · Full analysis span regression · 6 months rolling