+843.9%
WULF vs VRSN
+42.7%
+801.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.4% | -5.7% |
| 7D | -0.6% | -1.5% | +1.0% | -0.7% |
| 30D | -3.6% | +0.7% | -4.4% | -3.3% |
| 3M | -30.4% | +0.6% | -31.0% | -29.5% |
| 6M | +12.5% | +21.7% | -9.3% | +13.2% |
| YTD | +40.5% | +20.0% | +20.5% | +41.4% |
| 1Y | +53.0% | +3.2% | +49.8% | +60.2% |
| All | +843.9% | +42.7% | +801.1% | +666.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling