-22.1%
WULF vs VRTX
+31.2%
-53.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.4% | -10.1% | -5.9% |
| 7D | -12.8% | +3.7% | -16.5% | -12.3% |
| 30D | -20.9% | +9.0% | -29.9% | -20.0% |
| 3M | -38.0% | +14.7% | -52.7% | -37.5% |
| 6M | -47.5% | +27.7% | -75.2% | -49.3% |
| YTD | +1.8% | +21.1% | -19.3% | +0.6% |
| 1Y | -22.1% | +30.2% | -52.3% | -21.9% |
| All | -22.1% | +31.2% | -53.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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