+82.7%
WULF vs VTRS
-48.4%
+131.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +1.4% | -2.2% | +3.6% | +2.1% |
| 30D | -2.6% | +3.3% | -5.9% | -3.6% |
| 3M | -34.0% | +2.0% | -35.9% | -34.8% |
| 6M | +10.0% | +19.9% | -10.0% | +3.1% |
| YTD | +45.7% | +35.7% | +10.0% | +31.7% |
| 1Y | +57.3% | +68.1% | -10.8% | +32.2% |
| 3Y | +878.9% | +87.1% | +791.9% | +700.8% |
| 5Y | -28.3% | +47.6% | -75.9% | -39.8% |
| All | +82.7% | -48.4% | +131.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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