+1,654.8%
WULF vs VICR
+1,385.1%
+269.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -5.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -3.6% | -15.6% | +11.9% | -1.5% |
| 3M | -30.4% | -35.4% | +5.0% | -26.4% |
| 6M | +12.5% | +1.3% | +11.2% | +12.1% |
| YTD | +40.5% | +62.5% | -22.0% | +32.4% |
| 1Y | +53.0% | +255.5% | -202.5% | +30.6% |
| 3Y | +796.7% | +182.0% | +614.7% | +679.9% |
| 5Y | -30.9% | +42.9% | -73.8% | -38.9% |
| 10Y | +76.1% | +1,494.0% | -1,417.9% | +37.9% |
| All | +1,654.8% | +1,385.1% | +269.6% | +1,343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling