+57.3%
WULF vs VNQ
+7.2%
+50.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -2.6% | -2.6% | 0.0% | -1.7% |
| 3M | -34.0% | -2.0% | -31.9% | -34.7% |
| 6M | +10.0% | +4.3% | +5.7% | +0.6% |
| YTD | +45.7% | +9.2% | +36.5% | +34.7% |
| 1Y | +57.3% | +5.6% | +51.7% | +31.7% |
| All | +57.3% | +7.2% | +50.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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