+280.7%
WULF vs VTV
+706.8%
-426.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.4% |
| 7D | -0.6% | -2.1% | +1.5% | +0.5% |
| 30D | -3.6% | -1.3% | -2.3% | -3.0% |
| 3M | -30.4% | +5.6% | -36.0% | -32.4% |
| 6M | +12.5% | +12.4% | +0.1% | +6.5% |
| YTD | +40.5% | +17.6% | +22.8% | +30.5% |
| 1Y | +53.0% | +23.5% | +29.5% | +38.9% |
| 3Y | +796.7% | +67.0% | +729.6% | +641.7% |
| 5Y | -30.9% | +80.5% | -111.4% | -43.4% |
| 10Y | +76.1% | +230.6% | -154.5% | +24.2% |
| All | +280.7% | +706.8% | -426.1% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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