+878.9%
WULF vs VEU
+73.8%
+805.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +1.0% |
| 7D | +1.4% | -1.4% | +2.8% | +5.5% |
| 30D | -2.6% | -0.4% | -2.2% | -0.8% |
| 3M | -34.0% | +2.5% | -36.5% | -37.4% |
| 6M | +10.0% | +11.1% | -1.2% | -13.2% |
| YTD | +45.7% | +16.5% | +29.2% | +4.7% |
| 1Y | +57.3% | +22.9% | +34.4% | -1.5% |
| 3Y | +878.9% | +73.4% | +805.5% | +150.9% |
| All | +878.9% | +73.8% | +805.2% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling