+82.7%
WULF vs VSH
+196.4%
-113.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.4% | +0.9% |
| 7D | +1.4% | +4.8% | -3.4% | -0.8% |
| 30D | -2.6% | -0.7% | -1.9% | -2.1% |
| 3M | -34.0% | -43.1% | +9.1% | -15.7% |
| 6M | +10.0% | +91.8% | -81.8% | -19.8% |
| YTD | +45.7% | +131.6% | -85.9% | -3.3% |
| 1Y | +57.3% | +118.1% | -60.8% | +7.1% |
| 3Y | +878.9% | +40.9% | +838.0% | +677.5% |
| 5Y | -28.3% | +75.8% | -104.1% | -46.5% |
| All | +82.7% | +196.4% | -113.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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