+173.7%
WULF vs VT
+374.2%
-200.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | +0.4% | +7.1% | +7.3% |
| 30D | -8.6% | +1.0% | -9.6% | -9.1% |
| 3M | -37.0% | +2.4% | -39.3% | -37.5% |
| 6M | +7.4% | +12.0% | -4.6% | +1.3% |
| YTD | +43.7% | +15.3% | +28.4% | +33.9% |
| 1Y | +86.1% | +22.6% | +63.5% | +67.4% |
| 3Y | +733.8% | +74.7% | +659.2% | +554.1% |
| 5Y | -33.6% | +66.1% | -99.7% | -46.0% |
| 10Y | +76.1% | +225.0% | -148.9% | +19.7% |
| All | +173.7% | +374.2% | -200.5% | +39.2% |
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