+57.3%
WULF vs VMC
-14.0%
+71.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.2% |
| 7D | +1.4% | -3.8% | +5.2% | +3.7% |
| 30D | -2.6% | -9.7% | +7.1% | +3.5% |
| 3M | -34.0% | -9.6% | -24.3% | -32.7% |
| 6M | +10.0% | -4.8% | +14.8% | +6.2% |
| YTD | +45.7% | -10.9% | +56.6% | +48.2% |
| 1Y | +57.3% | -15.6% | +72.9% | +71.9% |
| All | +57.3% | -14.0% | +71.4% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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