+37.9%
IWM vs WULF
-28.8%
+66.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.2% |
| 7D | -2.4% | +1.4% | -3.8% | -2.5% |
| 30D | -4.6% | -2.6% | -1.9% | -4.6% |
| 3M | -0.3% | -34.0% | +33.7% | +1.9% |
| 6M | +14.7% | +10.0% | +4.7% | +12.9% |
| YTD | +17.8% | +45.7% | -27.8% | +13.2% |
| 1Y | +21.2% | +57.3% | -36.1% | +15.1% |
| 3Y | +62.3% | +878.9% | -816.6% | +27.1% |
| All | +37.9% | -28.8% | +66.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling