-22.1%
WULF vs VUG
+4.9%
-26.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.5% | -8.2% | -10.8% |
| 7D | -12.8% | -3.0% | -9.8% | -5.0% |
| 30D | -20.9% | -6.4% | -14.5% | -3.7% |
| 3M | -38.0% | -3.2% | -34.8% | -30.6% |
| 6M | -47.5% | +3.1% | -50.6% | -49.8% |
| YTD | +1.8% | +6.3% | -4.5% | -8.0% |
| 1Y | -22.1% | +5.2% | -27.2% | -26.5% |
| All | -22.1% | +4.9% | -26.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling