+878.9%
WULF vs VGT
+123.9%
+755.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +1.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.9% |
| 30D | -2.6% | -0.4% | -2.2% | -1.2% |
| 3M | -34.0% | +4.4% | -38.4% | -38.9% |
| 6M | +10.0% | +32.1% | -22.1% | -37.5% |
| YTD | +45.7% | +28.8% | +16.9% | -11.3% |
| 1Y | +57.3% | +35.3% | +22.0% | -13.2% |
| 3Y | +878.9% | +124.8% | +754.2% | +163.4% |
| All | +878.9% | +123.9% | +755.0% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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