-13.4%
WULF vs VST
-30.9%
+17.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.3% | +1.6% | +2.5% |
| 7D | +13.2% | -0.5% | +13.7% | +13.4% |
| 30D | -10.1% | -17.1% | +7.0% | +5.8% |
| 3M | -27.5% | -4.6% | -22.9% | -24.4% |
| 6M | -47.1% | -9.1% | -38.0% | -42.4% |
| YTD | +7.7% | -16.6% | +24.4% | +20.1% |
| All | -13.4% | -30.9% | +17.4% | +21.5% |
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