+1,720.0%
WULF vs VTRS
+331.5%
+1,388.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +1.4% | -2.2% | +3.6% | +1.7% |
| 30D | -2.6% | +3.3% | -5.9% | -3.0% |
| 3M | -34.0% | +2.0% | -35.9% | -34.3% |
| 6M | +10.0% | +19.9% | -10.0% | +7.2% |
| YTD | +45.7% | +35.7% | +10.0% | +40.0% |
| 1Y | +57.3% | +68.1% | -10.8% | +47.0% |
| 3Y | +878.9% | +87.1% | +791.9% | +806.8% |
| 5Y | -28.3% | +47.6% | -75.9% | -32.7% |
| 10Y | +82.7% | -48.2% | +130.8% | +78.9% |
| All | +1,720.0% | +331.5% | +1,388.5% | +1,523.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling