-22.1%
WULF vs VLO
+120.8%
-142.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.8% | -0.9% | -7.0% |
| 7D | -12.8% | -6.0% | -6.9% | -13.1% |
| 30D | -20.9% | -12.9% | -8.0% | -21.9% |
| 3M | -38.0% | +18.3% | -56.4% | -37.6% |
| 6M | -47.5% | +46.4% | -94.0% | -46.0% |
| YTD | +1.8% | +127.7% | -125.9% | -17.1% |
| 1Y | -22.1% | +120.6% | -142.7% | -36.0% |
| All | -22.1% | +120.8% | -142.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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