+86.1%
WULF vs IJH
+18.2%
+67.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.4% |
| 7D | +7.6% | +0.1% | +7.4% | +7.4% |
| 30D | -8.6% | -1.5% | -7.1% | -4.8% |
| 3M | -37.0% | +0.8% | -37.7% | -37.4% |
| 6M | +7.4% | +7.6% | -0.1% | -6.8% |
| YTD | +43.7% | +15.5% | +28.2% | +11.4% |
| 1Y | +86.1% | +16.9% | +69.2% | +39.2% |
| All | +86.1% | +18.2% | +67.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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