-55.9%
WULF vs VXUS
+45.4%
-101.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +11.0% | +2.1% | +8.9% | +5.5% |
| 30D | +9.4% | -1.1% | +10.5% | +14.1% |
| 3M | -22.6% | -5.6% | -17.0% | -7.7% |
| 6M | -45.4% | -2.3% | -43.2% | -39.4% |
| YTD | +9.8% | +10.4% | -0.5% | -5.8% |
| 1Y | +8.0% | +13.1% | -5.0% | -12.5% |
| 3Y | +1,149.5% | +68.0% | +1,081.5% | +309.1% |
| All | -55.9% | +45.4% | -101.4% | -80.6% |
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 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