+577.2%
WULF vs VSAT
+1,423.4%
-846.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.8% | -3.3% |
| 7D | +15.6% | +3.5% | +12.1% | +15.2% |
| 30D | +5.7% | -14.7% | +20.4% | +7.6% |
| 3M | -32.3% | +13.2% | -45.5% | -33.4% |
| 6M | +23.7% | +57.4% | -33.7% | +17.5% |
| YTD | +49.1% | +110.0% | -60.9% | +38.2% |
| 1Y | +66.3% | +134.4% | -68.1% | +52.5% |
| 3Y | +851.7% | +203.5% | +648.1% | +720.8% |
| 5Y | -30.9% | +47.1% | -78.1% | -39.6% |
| 10Y | +86.9% | +0.4% | +86.6% | +64.2% |
| All | +577.2% | +1,423.4% | -846.1% | +495.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 all: compounded portfolio wealth divided by compounded VSAT 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…
all analysis · Full analysis span regression · 6 months rolling