+18.9%
IWM vs WULF
-22.8%
+41.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.6% | +8.1% | +2.2% |
| 7D | +1.0% | -12.8% | +13.8% | +2.3% |
| 30D | +0.2% | -20.9% | +21.1% | +2.3% |
| 3M | -5.6% | -38.0% | +32.4% | -1.3% |
| 6M | +2.7% | -47.5% | +50.2% | +8.4% |
| YTD | +16.2% | +1.8% | +14.3% | +12.2% |
| 1Y | +18.9% | -22.1% | +41.0% | +17.7% |
| All | +18.9% | -22.8% | +41.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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