+1,841.8%
WULF vs VFC
+430.5%
+1,411.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.0% | +8.6% |
| 7D | +21.9% | +0.8% | +21.1% | +21.6% |
| 30D | +4.6% | -11.9% | +16.5% | +7.4% |
| 3M | -30.9% | -20.2% | -10.8% | -27.6% |
| 6M | +29.9% | -23.0% | +52.9% | +37.3% |
| YTD | +55.4% | -26.2% | +81.7% | +66.0% |
| 1Y | +94.1% | -13.3% | +107.5% | +98.0% |
| 3Y | +892.2% | -25.5% | +917.7% | +901.7% |
| 5Y | -26.7% | -78.1% | +51.4% | -14.0% |
| 10Y | +94.0% | -68.8% | +162.8% | +122.7% |
| All | +1,841.8% | +430.5% | +1,411.2% | +2,008.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling