+39.2%
WULF vs VT
+222.7%
-183.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.5% |
| 7D | +29.4% | +2.9% | +26.5% | +24.4% |
| 30D | -1.3% | -2.5% | +1.2% | +4.1% |
| 3M | -24.1% | -3.3% | -20.8% | -18.5% |
| 6M | -42.8% | +1.5% | -44.3% | -41.8% |
| YTD | +13.5% | +11.4% | +2.1% | +4.8% |
| 1Y | +3.2% | +11.9% | -8.7% | -4.8% |
| 3Y | +1,230.6% | +73.9% | +1,156.7% | +730.9% |
| 5Y | -54.1% | +57.9% | -112.0% | -69.4% |
| All | +39.2% | +222.7% | -183.5% | -25.7% |
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