-22.1%
WULF vs VST
-35.7%
+13.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -13.8% | +7.2% | +4.9% |
| 7D | -12.8% | -15.7% | +2.9% | +0.2% |
| 30D | -20.9% | -17.0% | -3.9% | -8.0% |
| 3M | -38.0% | -15.9% | -22.2% | -28.5% |
| 6M | -47.5% | -25.0% | -22.5% | -33.7% |
| YTD | +1.8% | -25.1% | +26.9% | +23.7% |
| 1Y | -22.1% | -34.9% | +12.8% | +14.2% |
| All | -22.1% | -35.7% | +13.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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