+94.1%
WULF vs VST
-19.6%
+113.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.6% | +6.6% | +7.0% |
| 7D | +21.9% | +9.9% | +12.0% | +14.2% |
| 30D | +4.6% | +7.9% | -3.3% | -0.6% |
| 3M | -30.9% | +3.4% | -34.4% | -31.9% |
| 6M | +29.9% | -4.1% | +34.0% | +32.6% |
| YTD | +55.4% | -5.7% | +61.1% | +59.2% |
| 1Y | +94.1% | -18.9% | +113.0% | +110.2% |
| All | +94.1% | -19.6% | +113.7% | +110.2% |
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