+86.1%
WULF vs VO
+15.8%
+70.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.4% |
| 7D | +7.6% | -0.3% | +7.8% | +8.7% |
| 30D | -8.6% | -0.3% | -8.3% | -7.4% |
| 3M | -37.0% | +2.9% | -39.9% | -41.9% |
| 6M | +7.4% | +9.3% | -1.9% | -16.3% |
| YTD | +43.7% | +14.2% | +29.5% | +2.2% |
| 1Y | +86.1% | +15.3% | +70.9% | +30.4% |
| All | +86.1% | +15.8% | +70.3% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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