-24.7%
WULF vs VMC
+47.0%
-71.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +2.9% |
| 7D | +1.4% | -3.8% | +5.2% | +5.2% |
| 30D | -2.6% | -9.7% | +7.1% | +7.4% |
| 3M | -34.0% | -9.6% | -24.3% | -29.8% |
| 6M | +10.0% | -4.8% | +14.8% | +10.6% |
| YTD | +45.7% | -10.9% | +56.6% | +57.0% |
| 1Y | +57.3% | -15.6% | +72.9% | +80.0% |
| 3Y | +878.9% | +19.3% | +859.6% | +696.4% |
| All | -24.7% | +47.0% | -71.7% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling