+82.7%
WULF vs VICR
+1,679.8%
-1,597.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.2% | -7.4% | +0.3% |
| 7D | +1.4% | +5.0% | -3.6% | -0.1% |
| 30D | -2.6% | -12.5% | +9.9% | +1.1% |
| 3M | -34.0% | -33.6% | -0.4% | -26.2% |
| 6M | +10.0% | +10.7% | -0.7% | +4.0% |
| YTD | +45.7% | +80.6% | -34.9% | +19.6% |
| 1Y | +57.3% | +288.4% | -231.0% | +1.1% |
| 3Y | +878.9% | +213.8% | +665.2% | +543.7% |
| 5Y | -28.3% | +58.8% | -87.2% | -53.0% |
| All | +82.7% | +1,679.8% | -1,597.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling