+82.7%
WULF vs ITW
+194.8%
-112.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -2.6% | -8.3% | +5.7% | +1.1% |
| 3M | -34.0% | +6.0% | -40.0% | -36.4% |
| 6M | +10.0% | 0.0% | +10.0% | +9.3% |
| YTD | +45.7% | +10.2% | +35.5% | +39.1% |
| 1Y | +57.3% | +3.2% | +54.1% | +53.6% |
| 3Y | +878.9% | +21.0% | +858.0% | +817.8% |
| 5Y | -28.3% | +37.9% | -66.2% | -35.4% |
| All | +82.7% | +194.8% | -112.2% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling