-30.9%
WULF vs VFC
-79.4%
+48.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.0% |
| 7D | -0.6% | -3.3% | +2.7% | +1.1% |
| 30D | -3.6% | -14.0% | +10.4% | +3.3% |
| 3M | -30.4% | -22.6% | -7.8% | -22.3% |
| 6M | +12.5% | -24.7% | +37.2% | +27.2% |
| YTD | +40.5% | -29.0% | +69.4% | +63.3% |
| 1Y | +53.0% | -13.8% | +66.8% | +56.9% |
| 3Y | +796.7% | -28.2% | +824.9% | +758.5% |
| 5Y | -30.9% | -79.0% | +48.1% | +81.7% |
| All | -30.9% | -79.4% | +48.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling