-30.9%
WULF vs VLO
+600.5%
-631.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.5% |
| 7D | -0.6% | +4.0% | -4.5% | -1.8% |
| 30D | -3.6% | +19.0% | -22.6% | -9.2% |
| 3M | -30.4% | +50.0% | -80.4% | -39.6% |
| 6M | +12.5% | +79.1% | -66.7% | -11.0% |
| YTD | +40.5% | +140.3% | -99.8% | -1.8% |
| 1Y | +53.0% | +148.3% | -95.3% | +4.6% |
| 3Y | +796.7% | +194.6% | +602.0% | +454.0% |
| 5Y | -30.9% | +609.6% | -640.5% | -59.0% |
| All | -30.9% | +600.5% | -631.4% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling