+82.7%
WULF vs VLO
+946.8%
-864.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | +1.4% | +5.3% | -3.9% | +0.4% |
| 30D | -2.6% | +18.2% | -20.9% | -5.9% |
| 3M | -34.0% | +53.3% | -87.3% | -39.5% |
| 6M | +10.0% | +70.4% | -60.4% | -2.6% |
| YTD | +45.7% | +143.4% | -97.7% | +19.2% |
| 1Y | +57.3% | +153.0% | -95.7% | +27.3% |
| 3Y | +878.9% | +195.0% | +684.0% | +659.5% |
| 5Y | -28.3% | +618.8% | -647.1% | -50.3% |
| All | +82.7% | +946.8% | -864.1% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling