+171.0%
WULF vs VG
-35.7%
+206.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -4.9% |
| 7D | +15.6% | +3.8% | +11.8% | +14.6% |
| 30D | +5.7% | +7.2% | -1.5% | +3.9% |
| 3M | -32.3% | +22.8% | -55.1% | -36.4% |
| 6M | +23.7% | +33.2% | -9.5% | +5.6% |
| YTD | +49.1% | +124.8% | -75.7% | -0.2% |
| 1Y | +66.3% | +15.8% | +50.5% | +42.1% |
| All | +171.0% | -35.7% | +206.7% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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