+182.2%
WULF vs VIG
+614.0%
-431.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | +15.6% | -1.2% | +16.8% | +16.5% |
| 30D | +5.7% | -2.8% | +8.6% | +7.7% |
| 3M | -32.3% | +2.5% | -34.8% | -33.4% |
| 6M | +23.7% | +8.1% | +15.6% | +18.1% |
| YTD | +49.1% | +9.6% | +39.5% | +41.7% |
| 1Y | +66.3% | +14.2% | +52.2% | +54.7% |
| 3Y | +851.7% | +56.1% | +795.6% | +684.4% |
| 5Y | -30.9% | +62.8% | -93.8% | -43.2% |
| 10Y | +86.9% | +248.2% | -161.3% | +23.0% |
| All | +182.2% | +614.0% | -431.8% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling