+86.1%
WULF vs VXUS
+28.0%
+58.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +0.4% |
| 7D | +7.6% | +1.0% | +6.5% | +4.9% |
| 30D | -8.6% | +2.2% | -10.8% | -13.2% |
| 3M | -37.0% | +3.0% | -39.9% | -40.8% |
| 6M | +7.4% | +10.7% | -3.2% | -14.1% |
| YTD | +43.7% | +17.8% | +25.8% | +3.1% |
| 1Y | +86.1% | +27.6% | +58.6% | +25.6% |
| All | +86.1% | +28.0% | +58.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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