-34.4%
WULF vs VYM
+17.8%
-52.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.3% | -10.5% | -4.0% |
| 7D | -20.9% | -3.0% | -17.9% | -12.7% |
| 30D | -32.7% | +0.9% | -33.6% | -34.6% |
| 3M | -44.2% | -2.7% | -41.5% | -39.4% |
| 6M | -57.1% | +3.4% | -60.5% | -62.5% |
| YTD | -12.3% | +13.3% | -25.6% | -43.0% |
| 1Y | -34.4% | +17.0% | -51.4% | -61.8% |
| All | -34.4% | +17.8% | -52.2% | -61.8% |
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