+86.1%
WULF vs VYM
+21.4%
+64.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.9% |
| 7D | +7.6% | 0.0% | +7.6% | +7.7% |
| 30D | -8.6% | -0.5% | -8.1% | -7.6% |
| 3M | -37.0% | +3.0% | -40.0% | -42.9% |
| 6M | +7.4% | +8.2% | -0.8% | -16.8% |
| YTD | +43.7% | +15.8% | +27.9% | -4.4% |
| 1Y | +86.1% | +20.8% | +65.3% | +18.8% |
| All | +86.1% | +21.4% | +64.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling