+1,654.8%
WULF vs VIAV
+3,087.8%
-1,433.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.5% | -1.2% | -5.5% |
| 7D | -0.6% | +11.2% | -11.8% | -1.3% |
| 30D | -3.6% | -2.6% | -1.0% | -3.4% |
| 3M | -30.4% | -20.1% | -10.3% | -29.3% |
| 6M | +12.5% | +25.8% | -13.4% | +11.3% |
| YTD | +40.5% | +109.9% | -69.4% | +35.1% |
| 1Y | +53.0% | +214.3% | -161.3% | +44.3% |
| 3Y | +796.7% | +281.6% | +515.0% | +739.7% |
| 5Y | -30.9% | +132.6% | -163.5% | -34.4% |
| 10Y | +76.1% | +396.7% | -320.6% | +65.1% |
| All | +1,654.8% | +3,087.8% | -1,433.1% | +1,603.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling