-22.1%
WULF vs IEFA
+17.0%
-39.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.5% | -9.1% | -13.1% |
| 7D | -12.8% | +1.9% | -14.7% | -17.7% |
| 30D | -20.9% | +1.4% | -22.3% | -23.7% |
| 3M | -38.0% | -1.4% | -36.6% | -35.2% |
| 6M | -47.5% | +6.3% | -53.8% | -54.6% |
| YTD | +1.8% | +11.9% | -10.1% | -19.4% |
| 1Y | -22.1% | +17.0% | -39.0% | -42.4% |
| All | -22.1% | +17.0% | -39.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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