+1,654.8%
WULF vs VLO
+25,550.6%
-23,895.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | -0.6% | +4.0% | -4.5% | -0.9% |
| 30D | -3.6% | +19.0% | -22.6% | -5.2% |
| 3M | -30.4% | +50.0% | -80.4% | -33.0% |
| 6M | +12.5% | +79.1% | -66.7% | +5.9% |
| YTD | +40.5% | +140.3% | -99.8% | +28.5% |
| 1Y | +53.0% | +148.3% | -95.3% | +39.4% |
| 3Y | +796.7% | +194.6% | +602.0% | +702.4% |
| 5Y | -30.9% | +609.6% | -640.5% | -41.5% |
| 10Y | +76.1% | +929.5% | -853.4% | +44.2% |
| All | +1,654.8% | +25,550.6% | -23,895.9% | +1,370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling