-22.1%
WULF vs VXUS
+16.4%
-38.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.0% | -8.6% | -12.3% |
| 7D | -12.8% | +0.2% | -13.0% | -13.6% |
| 30D | -20.9% | -2.3% | -18.6% | -14.7% |
| 3M | -38.0% | -2.8% | -35.2% | -31.4% |
| 6M | -47.5% | +2.6% | -50.1% | -49.6% |
| YTD | +1.8% | +12.0% | -10.2% | -24.4% |
| 1Y | -22.1% | +16.5% | -38.6% | -47.6% |
| All | -22.1% | +16.4% | -38.5% | -47.6% |
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