-30.9%
WULF vs VO
+40.2%
-71.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -3.6% |
| 7D | -0.6% | -2.5% | +1.9% | +5.7% |
| 30D | -3.6% | -3.2% | -0.4% | +4.7% |
| 3M | -30.4% | +3.9% | -34.3% | -36.2% |
| 6M | +12.5% | +9.6% | +2.8% | -6.9% |
| YTD | +40.5% | +11.6% | +28.9% | +13.5% |
| 1Y | +53.0% | +12.6% | +40.4% | +21.5% |
| 3Y | +796.7% | +55.4% | +741.3% | +323.9% |
| 5Y | -30.9% | +41.8% | -72.7% | -58.9% |
| All | -30.9% | +40.2% | -71.1% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling