-22.1%
WULF vs VSXY
+210.1%
-232.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.4% | -15.0% | -7.8% |
| 7D | -12.8% | +14.2% | -27.0% | -14.6% |
| 30D | -20.9% | +21.9% | -42.7% | -23.3% |
| 3M | -38.0% | +22.1% | -60.2% | -40.4% |
| 6M | -47.5% | +116.7% | -164.2% | -55.1% |
| YTD | +1.8% | +101.1% | -99.3% | -13.3% |
| 1Y | -22.1% | +208.0% | -230.1% | -41.6% |
| All | -22.1% | +210.1% | -232.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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