+1,654.8%
WULF vs ITW
+4,902.1%
-3,247.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.2% | -5.9% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | -3.6% | -9.5% | +5.9% | -1.7% |
| 3M | -30.4% | +6.6% | -37.1% | -31.6% |
| 6M | +12.5% | -1.8% | +14.2% | +12.6% |
| YTD | +40.5% | +9.0% | +31.5% | +38.0% |
| 1Y | +53.0% | +3.6% | +49.4% | +51.4% |
| 3Y | +796.7% | +19.4% | +777.2% | +775.0% |
| 5Y | -30.9% | +36.4% | -67.3% | -33.8% |
| 10Y | +76.1% | +190.0% | -113.9% | +52.7% |
| All | +1,654.8% | +4,902.1% | -3,247.4% | +1,268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling