+1,841.8%
WULF vs VSH
+586.6%
+1,255.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +8.3% |
| 7D | +21.9% | +6.2% | +15.7% | +20.8% |
| 30D | +4.6% | -11.1% | +15.7% | +6.6% |
| 3M | -30.9% | -44.9% | +14.0% | -24.5% |
| 6M | +29.9% | +90.0% | -60.1% | +19.6% |
| YTD | +55.4% | +118.8% | -63.4% | +40.3% |
| 1Y | +94.1% | +109.0% | -14.8% | +76.4% |
| 3Y | +892.2% | +35.6% | +856.6% | +846.0% |
| 5Y | -26.7% | +66.7% | -93.5% | -31.1% |
| 10Y | +94.0% | +167.9% | -74.0% | +75.8% |
| All | +1,841.8% | +586.6% | +1,255.1% | +1,624.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling