+878.9%
WULF vs VYM
+65.1%
+813.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +1.6% |
| 7D | +1.4% | -0.8% | +2.2% | +4.0% |
| 30D | -2.6% | -2.2% | -0.4% | +4.2% |
| 3M | -34.0% | +3.1% | -37.0% | -40.7% |
| 6M | +10.0% | +9.7% | +0.3% | -16.9% |
| YTD | +45.7% | +14.9% | +30.8% | -3.2% |
| 1Y | +57.3% | +17.6% | +39.8% | -2.3% |
| 3Y | +878.9% | +65.3% | +813.6% | +138.3% |
| All | +878.9% | +65.1% | +813.9% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling