+86.1%
WULF vs VIAV
+200.0%
-113.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | 0.0% |
| 7D | +7.6% | -4.6% | +12.2% | +9.8% |
| 30D | -8.6% | -10.4% | +1.8% | -4.1% |
| 3M | -37.0% | -34.5% | -2.5% | -25.4% |
| 6M | +7.4% | +7.0% | +0.5% | +3.1% |
| YTD | +43.7% | +95.6% | -51.9% | +14.4% |
| 1Y | +86.1% | +197.2% | -111.1% | +32.8% |
| All | +86.1% | +200.0% | -113.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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