+1,354.1%
WULF vs VLTO
+23.4%
+1,330.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.4% | -4.9% |
| 7D | -0.6% | -4.5% | +4.0% | +2.5% |
| 30D | -3.6% | -4.6% | +1.0% | -0.7% |
| 3M | -30.4% | +13.3% | -43.7% | -39.3% |
| 6M | +12.5% | +2.1% | +10.4% | +7.2% |
| YTD | +40.5% | -6.1% | +46.5% | +43.7% |
| 1Y | +53.0% | -11.4% | +64.4% | +64.7% |
| All | +1,354.1% | +23.4% | +1,330.6% | +944.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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