+1,217.0%
WULF vs VST
+296.4%
+920.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.3% | +1.6% | +4.1% |
| 7D | +13.2% | -0.5% | +13.7% | +13.9% |
| 30D | -10.1% | -17.1% | +7.0% | +2.3% |
| 3M | -27.5% | -4.6% | -22.9% | -24.6% |
| 6M | -47.1% | -9.1% | -38.0% | -43.0% |
| YTD | +7.7% | -16.6% | +24.4% | +20.8% |
| 1Y | -11.2% | -29.5% | +18.3% | +10.4% |
| 3Y | +1,217.0% | +297.5% | +919.5% | +1,037.4% |
| All | +1,217.0% | +296.4% | +920.6% | +1,037.4% |
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