+82.7%
WULF vs VUG
+424.7%
-342.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.6% |
| 7D | +1.4% | -0.5% | +1.9% | +2.0% |
| 30D | -2.6% | -1.0% | -1.7% | -1.3% |
| 3M | -34.0% | +3.5% | -37.5% | -36.0% |
| 6M | +10.0% | +14.2% | -4.2% | -2.8% |
| YTD | +45.7% | +8.5% | +37.2% | +37.3% |
| 1Y | +57.3% | +12.9% | +44.5% | +43.5% |
| 3Y | +878.9% | +85.6% | +793.3% | +551.2% |
| 5Y | -28.3% | +78.1% | -106.4% | -53.4% |
| All | +82.7% | +424.7% | -342.1% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling