+95.9%
WULF vs VG
-50.2%
+146.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.3% | +6.5% | +8.4% |
| 7D | +13.2% | -8.3% | +21.5% | +15.4% |
| 30D | -10.1% | -10.3% | +0.2% | -8.0% |
| 3M | -27.5% | -10.8% | -16.7% | -26.4% |
| 6M | -47.1% | +3.5% | -50.5% | -49.6% |
| YTD | +7.7% | +74.0% | -66.2% | -24.2% |
| 1Y | -11.2% | +48.9% | -60.1% | -33.5% |
| All | +95.9% | -50.2% | +146.1% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling