+878.9%
WULF vs ITW
+20.2%
+858.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.6% |
| 7D | +1.4% | -0.7% | +2.1% | +2.2% |
| 30D | -2.6% | -8.3% | +5.7% | +6.6% |
| 3M | -34.0% | +6.0% | -40.0% | -41.1% |
| 6M | +10.0% | 0.0% | +10.0% | +6.6% |
| YTD | +45.7% | +10.2% | +35.5% | +24.5% |
| 1Y | +57.3% | +3.2% | +54.1% | +44.0% |
| 3Y | +878.9% | +21.0% | +858.0% | +593.5% |
| All | +878.9% | +20.2% | +858.7% | +593.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling