+90.3%
WULF vs VST
+1,191.1%
-1,100.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +15.6% | +5.3% | +10.3% | +13.1% |
| 30D | +5.7% | +5.8% | 0.0% | +3.5% |
| 3M | -32.3% | +3.5% | -35.8% | -32.7% |
| 6M | +23.7% | -7.4% | +31.1% | +28.2% |
| YTD | +49.1% | -6.1% | +55.2% | +53.6% |
| 1Y | +66.3% | -21.6% | +87.9% | +82.5% |
| 3Y | +851.7% | +357.2% | +494.5% | +571.6% |
| 5Y | -30.9% | +777.0% | -808.0% | -56.7% |
| All | +90.3% | +1,191.1% | -1,100.8% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling