+254.5%
WULF vs VIVK
-100.0%
+354.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.2% | -5.8% |
| 7D | -0.6% | -9.5% | +8.9% | -0.6% |
| 30D | -3.6% | -35.1% | +31.5% | -3.7% |
| 3M | -30.4% | -93.4% | +63.0% | -30.6% |
| 6M | +12.5% | -98.0% | +110.5% | +12.2% |
| YTD | +40.5% | -97.9% | +138.3% | +40.2% |
| 1Y | +53.0% | -100.0% | +153.0% | +52.0% |
| 3Y | +796.7% | -100.0% | +896.6% | +791.5% |
| 5Y | -30.9% | -100.0% | +69.1% | -31.2% |
| 10Y | +76.1% | -100.0% | +176.1% | +78.7% |
| All | +254.5% | -100.0% | +354.5% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling