+86.1%
WULF vs VSXY
+224.6%
-138.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.5% |
| 7D | +7.6% | -14.0% | +21.5% | +8.9% |
| 30D | -8.6% | -15.9% | +7.3% | -7.5% |
| 3M | -37.0% | +3.4% | -40.4% | -38.1% |
| 6M | +7.4% | +25.9% | -18.5% | -0.4% |
| YTD | +43.7% | +39.5% | +4.2% | +33.1% |
| 1Y | +86.1% | +194.4% | -108.2% | +87.6% |
| All | +86.1% | +224.6% | -138.4% | +87.6% |
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