-22.1%
WULF vs VIVK
-100.0%
+77.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -27.5% | +20.8% | -5.5% |
| 7D | -12.8% | -68.7% | +55.8% | -9.3% |
| 30D | -20.9% | -90.0% | +69.1% | -14.7% |
| 3M | -38.0% | -98.1% | +60.0% | -29.9% |
| 6M | -47.5% | -99.9% | +52.4% | -32.8% |
| YTD | +1.8% | -99.9% | +101.7% | +23.1% |
| 1Y | -22.1% | -100.0% | +77.9% | +24.6% |
| All | -22.1% | -100.0% | +77.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling