+321.3%
WULF vs VUG
+1,246.8%
-925.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.5% | +8.4% |
| 7D | +21.9% | +0.9% | +21.1% | +21.2% |
| 30D | +4.6% | -1.4% | +6.0% | +5.8% |
| 3M | -30.9% | +2.3% | -33.3% | -31.5% |
| 6M | +29.9% | +15.7% | +14.2% | +19.3% |
| YTD | +55.4% | +8.6% | +46.8% | +50.1% |
| 1Y | +94.1% | +14.1% | +80.1% | +82.7% |
| 3Y | +892.2% | +87.9% | +804.3% | +668.4% |
| 5Y | -26.7% | +76.3% | -103.1% | -42.0% |
| 10Y | +94.0% | +409.7% | -315.7% | +15.6% |
| All | +321.3% | +1,246.8% | -925.5% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling