+878.9%
WULF vs VNQ
+30.7%
+848.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.8% |
| 7D | +1.4% | -1.3% | +2.7% | +3.2% |
| 30D | -2.6% | -2.6% | 0.0% | +0.8% |
| 3M | -34.0% | -2.0% | -31.9% | -33.6% |
| 6M | +10.0% | +4.3% | +5.7% | +1.0% |
| YTD | +45.7% | +9.2% | +36.5% | +25.6% |
| 1Y | +57.3% | +5.6% | +51.7% | +41.3% |
| 3Y | +878.9% | +30.8% | +848.1% | +618.1% |
| All | +878.9% | +30.7% | +848.3% | +618.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling