-24.7%
WULF vs VSXY
+22.6%
-47.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.5% |
| 30D | -2.6% | -18.7% | +16.1% | +3.9% |
| 3M | -34.0% | -4.0% | -30.0% | -34.7% |
| 6M | +10.0% | +67.5% | -57.5% | -16.7% |
| YTD | +45.7% | +39.7% | +6.0% | +16.6% |
| 1Y | +57.3% | +180.0% | -122.6% | -10.0% |
| 3Y | +878.9% | +337.3% | +541.7% | +285.8% |
| All | -24.7% | +22.6% | -47.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling