+194.1%
WULF vs VYM
+488.1%
-294.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.9% |
| 30D | -2.6% | -2.2% | -0.4% | -1.4% |
| 3M | -34.0% | +3.1% | -37.0% | -35.2% |
| 6M | +10.0% | +9.7% | +0.3% | +4.9% |
| YTD | +45.7% | +14.9% | +30.8% | +36.0% |
| 1Y | +57.3% | +17.6% | +39.8% | +45.5% |
| 3Y | +878.9% | +65.3% | +813.6% | +704.1% |
| 5Y | -28.3% | +78.7% | -107.0% | -41.6% |
| 10Y | +82.7% | +208.2% | -125.5% | +30.8% |
| All | +194.1% | +488.1% | -294.0% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling