-22.1%
WULF vs VFC
+52.5%
-74.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.4% | -11.1% | -8.4% |
| 7D | -12.8% | +21.5% | -34.3% | -20.1% |
| 30D | -20.9% | +46.7% | -67.6% | -34.1% |
| 3M | -38.0% | +38.4% | -76.4% | -47.1% |
| 6M | -47.5% | +15.2% | -62.7% | -50.9% |
| YTD | +1.8% | +17.8% | -16.0% | -6.8% |
| 1Y | -22.1% | +55.6% | -77.6% | -37.7% |
| All | -22.1% | +52.5% | -74.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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