-24.7%
WULF vs VIG
+63.0%
-87.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.0% |
| 7D | +1.4% | -1.1% | +2.5% | +4.1% |
| 30D | -2.6% | -2.7% | +0.1% | +3.8% |
| 3M | -34.0% | +2.5% | -36.5% | -38.6% |
| 6M | +10.0% | +9.2% | +0.8% | -10.5% |
| YTD | +45.7% | +9.8% | +35.9% | +18.2% |
| 1Y | +57.3% | +12.4% | +44.9% | +21.8% |
| 3Y | +878.9% | +55.9% | +823.1% | +329.0% |
| All | -24.7% | +63.0% | -87.7% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling