+1,036.9%
WULF vs VLTO
+56.4%
+980.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.6% |
| 7D | +11.0% | +1.0% | +10.0% | +10.5% |
| 30D | +9.4% | +17.5% | -8.1% | -0.6% |
| 3M | -22.6% | +21.4% | -44.0% | -31.4% |
| 6M | -45.4% | +38.1% | -83.5% | -57.7% |
| YTD | +9.8% | +19.0% | -9.2% | -3.2% |
| 1Y | +8.0% | +20.7% | -12.6% | -7.2% |
| 3Y | +1,149.5% | +64.3% | +1,085.2% | +554.4% |
| All | +1,036.9% | +56.4% | +980.6% | +603.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling