-24.7%
WULF vs VXUS
+53.0%
-77.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +1.2% |
| 7D | +1.4% | -1.4% | +2.8% | +5.3% |
| 30D | -2.6% | -0.5% | -2.2% | -0.7% |
| 3M | -34.0% | +2.6% | -36.5% | -37.2% |
| 6M | +10.0% | +10.9% | -0.9% | -11.3% |
| YTD | +45.7% | +16.1% | +29.5% | +7.7% |
| 1Y | +57.3% | +22.3% | +35.0% | +2.5% |
| 3Y | +878.9% | +72.0% | +806.9% | +201.1% |
| All | -24.7% | +53.0% | -77.8% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling