+878.9%
WULF vs VIAV
+293.0%
+585.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +1.7% |
| 7D | +1.4% | +11.2% | -9.8% | -4.4% |
| 30D | -2.6% | -10.1% | +7.5% | +3.2% |
| 3M | -34.0% | -22.9% | -11.1% | -25.5% |
| 6M | +10.0% | +28.8% | -18.8% | -8.9% |
| YTD | +45.7% | +117.5% | -71.8% | -14.8% |
| 1Y | +57.3% | +216.1% | -158.7% | -29.2% |
| 3Y | +878.9% | +292.2% | +586.7% | +269.8% |
| All | +878.9% | +293.0% | +585.9% | +269.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling