+82.7%
WULF vs ITOT
+303.4%
-220.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.6% |
| 7D | +1.4% | -0.9% | +2.3% | +2.7% |
| 30D | -2.6% | -1.5% | -1.2% | -0.6% |
| 3M | -34.0% | +3.6% | -37.5% | -36.5% |
| 6M | +10.0% | +13.7% | -3.7% | -4.2% |
| YTD | +45.7% | +12.9% | +32.8% | +29.4% |
| 1Y | +57.3% | +17.2% | +40.1% | +34.8% |
| 3Y | +878.9% | +75.6% | +803.3% | +533.8% |
| 5Y | -28.3% | +75.5% | -103.8% | -53.7% |
| All | +82.7% | +303.4% | -220.8% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling