+86.1%
WULF vs VTR
+36.9%
+49.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +0.4% |
| 7D | +7.6% | -1.7% | +9.2% | +6.4% |
| 30D | -8.6% | -2.4% | -6.2% | -10.1% |
| 3M | -37.0% | +14.8% | -51.8% | -35.0% |
| 6M | +7.4% | +5.3% | +2.1% | +11.2% |
| YTD | +43.7% | +18.1% | +25.6% | +57.6% |
| 1Y | +86.1% | +36.7% | +49.4% | +125.9% |
| All | +86.1% | +36.9% | +49.3% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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