+843.9%
WULF vs VXUS
+70.7%
+773.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -2.4% |
| 7D | -0.6% | -1.9% | +1.4% | +4.8% |
| 30D | -3.6% | -0.7% | -2.9% | -1.0% |
| 3M | -30.4% | +4.9% | -35.3% | -37.8% |
| 6M | +12.5% | +9.7% | +2.8% | -8.0% |
| YTD | +40.5% | +15.0% | +25.5% | +4.5% |
| 1Y | +53.0% | +22.4% | +30.5% | -3.3% |
| All | +843.9% | +70.7% | +773.1% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling