-24.7%
WULF vs ITOT
+74.3%
-99.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +1.6% |
| 7D | +1.4% | -0.9% | +2.3% | +3.9% |
| 30D | -2.6% | -1.5% | -1.2% | +1.3% |
| 3M | -34.0% | +3.6% | -37.5% | -39.1% |
| 6M | +10.0% | +13.7% | -3.7% | -17.5% |
| YTD | +45.7% | +12.9% | +32.8% | +13.0% |
| 1Y | +57.3% | +17.2% | +40.1% | +12.7% |
| 3Y | +878.9% | +75.6% | +803.3% | +253.3% |
| All | -24.7% | +74.3% | -99.0% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling