+206.9%
WULF vs VXUS
+179.6%
+27.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | +7.6% | +1.0% | +6.5% | +6.7% |
| 30D | -8.6% | +2.2% | -10.8% | -10.1% |
| 3M | -37.0% | +3.0% | -39.9% | -37.8% |
| 6M | +7.4% | +10.7% | -3.2% | +1.2% |
| YTD | +43.7% | +17.8% | +25.8% | +30.3% |
| 1Y | +86.1% | +27.6% | +58.6% | +59.0% |
| 3Y | +733.8% | +73.3% | +660.5% | +501.6% |
| 5Y | -33.6% | +54.3% | -87.9% | -49.3% |
| 10Y | +76.1% | +149.8% | -73.8% | +22.4% |
| All | +206.9% | +179.6% | +27.3% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling