+1,149.5%
WULF vs VT
+74.0%
+1,075.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.2% |
| 7D | +11.0% | +2.4% | +8.6% | +2.9% |
| 30D | +9.4% | -1.5% | +10.9% | +17.5% |
| 3M | -22.6% | -4.1% | -18.5% | -7.5% |
| 6M | -45.4% | +0.6% | -46.0% | -43.5% |
| YTD | +9.8% | +11.0% | -1.2% | -14.7% |
| 1Y | +8.0% | +13.3% | -5.3% | -21.0% |
| 3Y | +1,149.5% | +73.4% | +1,076.1% | +218.4% |
| All | +1,149.5% | +74.0% | +1,075.5% | +218.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling