+753.8%
IWM vs WULF
+315.8%
+438.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | +1.4% | +11.0% | -9.6% | +0.9% |
| 30D | +2.3% | +9.4% | -7.1% | +1.6% |
| 3M | -8.3% | -22.6% | +14.3% | -7.7% |
| 6M | -1.3% | -45.4% | +44.1% | +0.6% |
| YTD | +13.5% | +9.8% | +3.7% | +11.6% |
| 1Y | +18.4% | +8.0% | +10.4% | +16.3% |
| 3Y | +69.6% | +1,149.5% | -1,079.9% | +44.0% |
| 5Y | +23.3% | -55.6% | +78.9% | +8.7% |
| 10Y | +147.0% | +34.7% | +112.3% | +105.0% |
| All | +753.8% | +315.8% | +438.0% | +573.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling