+88.5%
WULF vs VT
+346.0%
-257.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.2% | +12.6% | +12.6% |
| 7D | -3.1% | -2.3% | -0.8% | -1.1% |
| 30D | -21.0% | -5.0% | -16.1% | -17.4% |
| 3M | -35.5% | -4.9% | -30.6% | -32.3% |
| 6M | -55.8% | -1.5% | -54.3% | -54.4% |
| YTD | -1.0% | +8.5% | -9.5% | -2.7% |
| 1Y | -20.4% | +11.4% | -31.8% | -22.8% |
| 3Y | +972.6% | +70.1% | +902.6% | +770.8% |
| 5Y | -54.5% | +53.7% | -108.2% | -60.8% |
| 10Y | +23.7% | +220.0% | -196.2% | -12.2% |
| All | +88.5% | +346.0% | -257.5% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling