-4.9%
WULF vs VSXY
+33.4%
-38.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -4.8% |
| 7D | -0.6% | -0.3% | -0.2% | -0.3% |
| 30D | -3.6% | -22.1% | +18.4% | +3.8% |
| 3M | -30.4% | -1.1% | -29.3% | -31.8% |
| 6M | +12.5% | +53.8% | -41.4% | -10.1% |
| YTD | +40.5% | +35.5% | +5.0% | +16.0% |
| 1Y | +53.0% | +186.0% | -133.0% | -8.6% |
| 3Y | +796.7% | +343.2% | +453.5% | +296.0% |
| 5Y | -30.9% | +19.0% | -49.9% | -52.8% |
| All | -4.9% | +33.4% | -38.3% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling