+878.9%
WULF vs VLO
+196.5%
+682.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | +1.4% | +5.3% | -3.9% | -0.2% |
| 30D | -2.6% | +18.2% | -20.9% | -7.9% |
| 3M | -34.0% | +53.3% | -87.3% | -43.0% |
| 6M | +10.0% | +70.4% | -60.4% | -11.6% |
| YTD | +45.7% | +143.4% | -97.7% | -3.0% |
| 1Y | +57.3% | +153.0% | -95.7% | +1.3% |
| 3Y | +878.9% | +195.0% | +684.0% | +413.7% |
| All | +878.9% | +196.5% | +682.5% | +413.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling