+82.7%
WULF vs VIVK
-100.0%
+182.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.4% | +11.1% | +3.8% |
| 7D | +1.4% | -4.4% | +5.8% | +1.5% |
| 30D | -2.6% | -40.8% | +38.2% | -1.9% |
| 3M | -34.0% | -94.1% | +60.2% | -31.7% |
| 6M | +10.0% | -98.2% | +108.2% | +14.8% |
| YTD | +45.7% | -98.0% | +143.7% | +50.6% |
| 1Y | +57.3% | -100.0% | +157.3% | +69.6% |
| 3Y | +878.9% | -100.0% | +978.9% | +947.5% |
| 5Y | -28.3% | -100.0% | +71.7% | -22.9% |
| All | +82.7% | -100.0% | +182.7% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling