+454.1%
WULF vs VTR
+1,502.8%
-1,048.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -5.9% |
| 7D | -0.6% | -1.8% | +1.3% | -0.4% |
| 30D | -3.6% | +4.0% | -7.6% | -4.0% |
| 3M | -30.4% | +7.8% | -38.2% | -31.1% |
| 6M | +12.5% | +6.4% | +6.1% | +11.3% |
| YTD | +40.5% | +18.3% | +22.2% | +37.6% |
| 1Y | +53.0% | +33.9% | +19.0% | +47.8% |
| 3Y | +796.7% | +134.3% | +662.3% | +719.1% |
| 5Y | -30.9% | +90.3% | -121.1% | -35.9% |
| 10Y | +76.1% | +100.1% | -24.0% | +58.5% |
| All | +454.1% | +1,502.8% | -1,048.6% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling