-34.9%
WULF vs VST
+761.6%
-796.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | -0.3% |
| 7D | +7.6% | +8.9% | -1.3% | +2.4% |
| 30D | -8.6% | +6.2% | -14.8% | -11.6% |
| 3M | -37.0% | -2.7% | -34.2% | -35.4% |
| 6M | +7.4% | -8.4% | +15.8% | +13.0% |
| YTD | +43.7% | -7.2% | +50.9% | +49.4% |
| 1Y | +86.1% | -20.9% | +107.0% | +108.3% |
| 3Y | +733.8% | +384.0% | +349.8% | +339.8% |
| All | -34.9% | +761.6% | -796.5% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling