+82.7%
WULF vs VEU
+155.0%
-72.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.3% |
| 7D | +1.4% | -1.4% | +2.8% | +3.5% |
| 30D | -2.6% | -0.4% | -2.2% | -1.6% |
| 3M | -34.0% | +2.5% | -36.5% | -35.4% |
| 6M | +10.0% | +11.1% | -1.2% | -0.9% |
| YTD | +45.7% | +16.5% | +29.2% | +25.9% |
| 1Y | +57.3% | +22.9% | +34.4% | +27.5% |
| 3Y | +878.9% | +73.4% | +805.5% | +470.9% |
| 5Y | -28.3% | +56.1% | -84.4% | -54.6% |
| All | +82.7% | +155.0% | -72.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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