+42.6%
WULF vs VT
+224.4%
-181.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.2% | +4.7% |
| 7D | +14.2% | -0.7% | +14.9% | +16.4% |
| 30D | -0.1% | -1.7% | +1.7% | +4.2% |
| 3M | -20.2% | -2.3% | -17.9% | -15.6% |
| 6M | -42.8% | +1.5% | -44.4% | -41.8% |
| YTD | +16.3% | +12.0% | +4.2% | +6.4% |
| 1Y | +8.0% | +12.9% | -4.9% | -1.5% |
| 3Y | +1,263.3% | +74.9% | +1,188.3% | +743.4% |
| 5Y | -53.5% | +59.9% | -113.4% | -69.4% |
| 10Y | +42.6% | +224.6% | -182.0% | -24.2% |
| All | +42.6% | +224.4% | -181.8% | -24.2% |
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