+878.9%
WULF vs VO
+55.8%
+823.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +1.2% |
| 7D | +1.4% | -1.5% | +2.9% | +6.5% |
| 30D | -2.6% | -3.0% | +0.4% | +7.8% |
| 3M | -34.0% | +2.8% | -36.8% | -39.4% |
| 6M | +10.0% | +10.9% | -0.9% | -17.9% |
| YTD | +45.7% | +12.5% | +33.2% | +6.0% |
| 1Y | +57.3% | +12.0% | +45.4% | +16.2% |
| 3Y | +878.9% | +56.3% | +822.7% | +247.8% |
| All | +878.9% | +55.8% | +823.1% | +247.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling