+321.3%
WULF vs VO
+821.9%
-500.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.7% | +8.5% |
| 7D | +21.9% | +0.6% | +21.3% | +21.5% |
| 30D | +4.6% | -1.1% | +5.6% | +5.4% |
| 3M | -30.9% | +4.5% | -35.5% | -32.6% |
| 6M | +29.9% | +11.1% | +18.8% | +23.3% |
| YTD | +55.4% | +13.5% | +41.9% | +46.6% |
| 1Y | +94.1% | +14.5% | +79.6% | +82.8% |
| 3Y | +892.2% | +58.1% | +834.1% | +742.7% |
| 5Y | -26.7% | +43.3% | -70.0% | -34.2% |
| 10Y | +94.0% | +193.2% | -99.2% | +45.6% |
| All | +321.3% | +821.9% | -500.6% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling