+3.2%
WULF vs VG
+71.2%
-68.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.2% |
| 7D | +29.4% | +15.1% | +14.3% | +30.3% |
| 30D | -1.3% | -4.2% | +2.9% | -1.7% |
| 3M | -24.1% | -3.1% | -21.0% | -24.3% |
| 6M | -42.8% | +0.3% | -43.1% | -41.9% |
| YTD | +13.5% | +95.5% | -82.0% | -4.3% |
| 1Y | +3.2% | +64.4% | -61.3% | -9.0% |
| All | +3.2% | +71.2% | -68.0% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling