-22.1%
WULF vs VTEB
+0.4%
-22.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.1% | -8.2% |
| 7D | -12.8% | +0.9% | -13.7% | -15.9% |
| 30D | -20.9% | +3.7% | -24.6% | -32.5% |
| 3M | -38.0% | -0.8% | -37.2% | -30.8% |
| 6M | -47.5% | -0.9% | -46.6% | -41.4% |
| YTD | +1.8% | -0.1% | +1.9% | +15.7% |
| 1Y | -22.1% | +0.2% | -22.3% | -11.4% |
| All | -22.1% | +0.4% | -22.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling