+878.9%
WULF vs IEFA
+65.7%
+813.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +1.3% |
| 7D | +1.4% | -1.6% | +3.0% | +5.4% |
| 30D | -2.6% | -1.5% | -1.1% | +1.5% |
| 3M | -34.0% | +3.4% | -37.4% | -38.9% |
| 6M | +10.0% | +9.5% | +0.5% | -9.0% |
| YTD | +45.7% | +13.0% | +32.6% | +14.8% |
| 1Y | +57.3% | +18.0% | +39.3% | +12.0% |
| 3Y | +878.9% | +65.4% | +813.6% | +198.9% |
| All | +878.9% | +65.7% | +813.2% | +198.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling