-55.9%
WULF vs VT
+57.0%
-113.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.4% |
| 7D | +11.0% | +2.4% | +8.6% | +4.3% |
| 30D | +9.4% | -1.5% | +10.9% | +16.4% |
| 3M | -22.6% | -4.1% | -18.5% | -9.8% |
| 6M | -45.4% | +0.6% | -46.0% | -43.3% |
| YTD | +9.8% | +11.0% | -1.2% | -9.3% |
| 1Y | +8.0% | +13.3% | -5.3% | -15.0% |
| 3Y | +1,149.5% | +73.4% | +1,076.1% | +301.6% |
| All | -55.9% | +57.0% | -113.0% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling