+82.7%
WULF vs VTR
+99.2%
-16.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -2.6% | +1.1% | -3.7% | -2.9% |
| 3M | -34.0% | +7.9% | -41.9% | -35.7% |
| 6M | +10.0% | +6.2% | +3.8% | +7.2% |
| YTD | +45.7% | +17.7% | +28.0% | +38.4% |
| 1Y | +57.3% | +32.9% | +24.4% | +44.6% |
| 3Y | +878.9% | +129.7% | +749.3% | +676.5% |
| 5Y | -28.3% | +89.3% | -117.6% | -41.4% |
| All | +82.7% | +99.2% | -16.5% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling