+808.3%
IWM vs WULF
+443.9%
+364.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.1% | +7.6% | -7.5% | -0.3% |
| 30D | -1.3% | -8.6% | +7.4% | -1.0% |
| 3M | +1.6% | -37.0% | +38.6% | +3.3% |
| 6M | +13.6% | +7.4% | +6.1% | +12.5% |
| YTD | +20.8% | +43.7% | -22.9% | +17.7% |
| 1Y | +26.4% | +86.1% | -59.7% | +21.3% |
| 3Y | +60.7% | +733.8% | -673.2% | +38.1% |
| 5Y | +38.2% | -33.6% | +71.8% | +20.3% |
| 10Y | +169.5% | +76.1% | +93.4% | +121.8% |
| All | +808.3% | +443.9% | +364.3% | +610.1% |
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