+37.5%
WULF vs VST
+1,046.2%
-1,008.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.3% | +1.6% | +5.6% |
| 7D | +13.2% | -0.5% | +13.7% | +13.9% |
| 30D | -10.1% | -17.1% | +7.0% | -1.3% |
| 3M | -27.5% | -4.6% | -22.9% | -25.2% |
| 6M | -47.1% | -9.1% | -38.0% | -43.9% |
| YTD | +7.7% | -16.6% | +24.4% | +17.9% |
| 1Y | -11.2% | -29.5% | +18.3% | +4.3% |
| 3Y | +1,217.0% | +297.5% | +919.5% | +891.3% |
| 5Y | -57.0% | +654.5% | -711.6% | -71.2% |
| 10Y | +32.0% | +1,205.2% | -1,173.2% | +3.0% |
| All | +37.5% | +1,046.2% | -1,008.6% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling