+82.7%
WULF vs VFC
-69.1%
+151.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.6% | +2.0% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -2.6% | -9.0% | +6.4% | +0.7% |
| 3M | -34.0% | -24.2% | -9.8% | -27.2% |
| 6M | +10.0% | -18.5% | +28.5% | +18.2% |
| YTD | +45.7% | -25.9% | +71.6% | +62.1% |
| 1Y | +57.3% | -13.0% | +70.3% | +61.2% |
| 3Y | +878.9% | -20.3% | +899.3% | +836.2% |
| 5Y | -28.3% | -78.1% | +49.8% | +1.1% |
| All | +82.7% | -69.1% | +151.7% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling