+34.7%
WULF vs VXUS
+146.4%
-111.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +11.0% | +2.1% | +8.9% | +8.0% |
| 30D | +9.4% | -1.1% | +10.5% | +12.3% |
| 3M | -22.6% | -5.6% | -17.0% | -14.2% |
| 6M | -45.4% | -2.3% | -43.2% | -41.4% |
| YTD | +9.8% | +10.4% | -0.5% | +4.0% |
| 1Y | +8.0% | +13.1% | -5.0% | -0.6% |
| 3Y | +1,149.5% | +68.0% | +1,081.5% | +672.4% |
| 5Y | -55.6% | +45.8% | -101.4% | -69.1% |
| All | +34.7% | +146.4% | -111.7% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling