+1,149.5%
WULF vs VST
+295.7%
+853.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.5% |
| 7D | +11.0% | +6.6% | +4.4% | +6.6% |
| 30D | +9.4% | -12.4% | +21.7% | +20.0% |
| 3M | -22.6% | -9.0% | -13.6% | -17.1% |
| 6M | -45.4% | -6.4% | -39.0% | -42.0% |
| YTD | +9.8% | -17.2% | +27.0% | +23.8% |
| 1Y | +8.0% | -22.0% | +30.1% | +26.5% |
| 3Y | +1,149.5% | +296.7% | +852.8% | +938.3% |
| All | +1,149.5% | +295.7% | +853.8% | +938.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling