+1,762.4%
WULF vs VMC
+2,512.7%
-750.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.5% |
| 7D | +15.6% | -5.3% | +20.9% | +16.8% |
| 30D | +5.7% | -12.3% | +18.0% | +8.4% |
| 3M | -32.3% | -10.3% | -22.0% | -31.2% |
| 6M | +23.7% | -8.6% | +32.2% | +25.4% |
| YTD | +49.1% | -11.9% | +61.0% | +52.6% |
| 1Y | +66.3% | -13.9% | +80.2% | +71.1% |
| 3Y | +851.7% | +18.2% | +833.5% | +841.9% |
| 5Y | -30.9% | +47.7% | -78.7% | -33.3% |
| 10Y | +86.9% | +152.5% | -65.6% | +68.9% |
| All | +1,762.4% | +2,512.7% | -750.3% | +1,277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling