+82.7%
WULF price history and return analytics
+229.8%
-147.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.4% |
| 7D | +1.4% | -1.1% | +2.5% | +3.1% |
| 30D | -2.6% | -1.0% | -1.6% | -0.9% |
| 3M | -34.0% | +3.2% | -37.1% | -36.2% |
| 6M | +10.0% | +12.5% | -2.5% | -3.4% |
| YTD | +45.7% | +14.1% | +31.6% | +27.6% |
| 1Y | +57.3% | +18.9% | +38.4% | +31.4% |
| 3Y | +878.9% | +74.1% | +804.9% | +497.1% |
| 5Y | -28.3% | +66.9% | -95.2% | -55.1% |
| All | +82.7% | +229.8% | -147.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling