+32.0%
WULF vs VT
+223.7%
-191.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.6% | +6.3% | +5.0% |
| 7D | +13.2% | +0.4% | +12.8% | +13.3% |
| 30D | -10.1% | -2.6% | -7.5% | -5.1% |
| 3M | -27.5% | -3.2% | -24.3% | -22.3% |
| 6M | -47.1% | +0.9% | -48.0% | -45.7% |
| YTD | +7.7% | +11.3% | -3.6% | -0.5% |
| 1Y | -11.2% | +14.0% | -25.2% | -20.1% |
| 3Y | +1,217.0% | +75.8% | +1,141.2% | +713.7% |
| 5Y | -57.0% | +57.8% | -114.9% | -71.4% |
| 10Y | +32.0% | +219.8% | -187.8% | -27.4% |
| All | +32.0% | +223.7% | -191.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling