+82.7%
WULF vs VEEV
+556.2%
-473.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +1.4% | -4.6% | +6.0% | +2.6% |
| 30D | -2.6% | +8.6% | -11.3% | -5.3% |
| 3M | -34.0% | +62.4% | -96.4% | -43.6% |
| 6M | +10.0% | +40.3% | -30.3% | -3.0% |
| YTD | +45.7% | +17.5% | +28.1% | +34.9% |
| 1Y | +57.3% | -6.1% | +63.4% | +56.2% |
| 3Y | +878.9% | +16.7% | +862.3% | +784.2% |
| 5Y | -28.3% | -13.3% | -15.0% | -34.9% |
| All | +82.7% | +556.2% | -473.5% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling