-34.4%
WULF vs VRSK
-2.2%
-32.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.9% | -20.7% | -7.1% |
| 7D | -20.9% | +10.9% | -31.8% | -11.3% |
| 30D | -32.7% | +28.0% | -60.7% | -13.3% |
| 3M | -44.2% | +12.3% | -56.6% | -34.9% |
| 6M | -57.1% | +17.8% | -74.9% | -46.3% |
| YTD | -12.3% | -4.7% | -7.6% | -11.5% |
| 1Y | -34.4% | -0.2% | -34.2% | -30.2% |
| All | -34.4% | -2.2% | -32.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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