+196.1%
WULF price history and return analytics
+371.8%
-175.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.5% |
| 7D | +21.9% | +1.0% | +20.9% | +21.1% |
| 30D | +4.6% | -0.2% | +4.8% | +4.9% |
| 3M | -30.9% | +4.5% | -35.5% | -32.6% |
| 6M | +29.9% | +14.1% | +15.8% | +20.9% |
| YTD | +55.4% | +14.8% | +40.7% | +45.3% |
| 1Y | +94.1% | +21.2% | +72.9% | +75.9% |
| 3Y | +892.2% | +76.6% | +815.7% | +675.0% |
| 5Y | -26.7% | +66.6% | -93.3% | -40.4% |
| 10Y | +94.0% | +222.3% | -128.3% | +32.5% |
| All | +196.1% | +371.8% | -175.8% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling