+82.7%
WULF vs VRSN
+299.1%
-216.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -2.6% | +3.8% | -6.4% | -3.3% |
| 3M | -34.0% | +5.0% | -39.0% | -34.8% |
| 6M | +10.0% | +24.9% | -14.9% | +3.8% |
| YTD | +45.7% | +21.6% | +24.1% | +37.2% |
| 1Y | +57.3% | +2.4% | +54.9% | +55.0% |
| 3Y | +878.9% | +47.3% | +831.6% | +756.4% |
| 5Y | -28.3% | +34.7% | -63.1% | -37.3% |
| All | +82.7% | +299.1% | -216.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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