+66.3%
WULF vs VLTO
-10.6%
+76.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -4.4% |
| 7D | +15.6% | -2.6% | +18.1% | +14.4% |
| 30D | +5.7% | -2.5% | +8.2% | +4.7% |
| 3M | -32.3% | +10.1% | -42.4% | -31.8% |
| 6M | +23.7% | +1.0% | +22.7% | +26.7% |
| YTD | +49.1% | -4.8% | +53.9% | +48.7% |
| 1Y | +66.3% | -9.3% | +75.6% | +62.4% |
| All | +66.3% | -10.6% | +76.9% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling