+82.7%
WULF vs VWO
+117.1%
-34.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.0% |
| 7D | +1.4% | -1.8% | +3.2% | +3.5% |
| 30D | -2.6% | -0.1% | -2.5% | -2.2% |
| 3M | -34.0% | +2.2% | -36.2% | -34.8% |
| 6M | +10.0% | +8.8% | +1.2% | +4.1% |
| YTD | +45.7% | +12.4% | +33.3% | +35.4% |
| 1Y | +57.3% | +15.6% | +41.7% | +42.8% |
| 3Y | +878.9% | +62.5% | +816.4% | +590.5% |
| 5Y | -28.3% | +34.3% | -62.6% | -43.3% |
| All | +82.7% | +117.1% | -34.4% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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