+82.7%
WULF vs VRTX
+451.8%
-369.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -5.6% | +7.0% | +1.8% |
| 30D | -2.6% | -2.0% | -0.7% | -2.5% |
| 3M | -34.0% | +15.8% | -49.8% | -35.1% |
| 6M | +10.0% | +4.7% | +5.3% | +9.1% |
| YTD | +45.7% | +13.7% | +32.0% | +43.4% |
| 1Y | +57.3% | +29.7% | +27.6% | +52.9% |
| 3Y | +878.9% | +48.4% | +830.5% | +843.2% |
| 5Y | -28.3% | +173.3% | -201.7% | -30.6% |
| All | +82.7% | +451.8% | -369.1% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling