+82.7%
WULF vs VRSK
+126.1%
-43.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -5.2% | +6.6% | +1.7% |
| 30D | -2.6% | -2.3% | -0.3% | -2.6% |
| 3M | -34.0% | -2.9% | -31.0% | -34.5% |
| 6M | +10.0% | -12.8% | +22.8% | +10.8% |
| YTD | +45.7% | -20.8% | +66.5% | +49.1% |
| 1Y | +57.3% | -33.2% | +90.5% | +67.7% |
| 3Y | +878.9% | -26.6% | +905.5% | +903.0% |
| 5Y | -28.3% | -11.3% | -17.0% | -30.6% |
| All | +82.7% | +126.1% | -43.4% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling