+86.1%
WULF vs ITW
+5.8%
+80.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +7.6% | -3.6% | +11.1% | +8.1% |
| 30D | -8.6% | -9.1% | +0.5% | -7.4% |
| 3M | -37.0% | +8.2% | -45.2% | -41.1% |
| 6M | +7.4% | -4.8% | +12.2% | +3.4% |
| YTD | +43.7% | +11.0% | +32.7% | +46.5% |
| 1Y | +86.1% | +4.2% | +81.9% | +65.5% |
| All | +86.1% | +5.8% | +80.4% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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