+57.3%
WULF vs VIAV
+224.3%
-166.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +2.0% |
| 7D | +1.4% | +11.2% | -9.8% | -3.5% |
| 30D | -2.6% | -10.1% | +7.5% | +2.4% |
| 3M | -34.0% | -22.9% | -11.1% | -27.4% |
| 6M | +10.0% | +28.8% | -18.8% | -2.2% |
| YTD | +45.7% | +117.5% | -71.8% | +9.9% |
| 1Y | +57.3% | +216.1% | -158.7% | +12.4% |
| All | +57.3% | +224.3% | -166.9% | +12.4% |
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