+86.1%
WULF vs IWD
+30.5%
+55.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +3.5% |
| 7D | +7.6% | -0.3% | +7.8% | +8.5% |
| 30D | -8.6% | +0.6% | -9.2% | -10.7% |
| 3M | -37.0% | +7.2% | -44.2% | -49.5% |
| 6M | +7.4% | +16.2% | -8.8% | -32.4% |
| YTD | +43.7% | +23.3% | +20.4% | -19.6% |
| 1Y | +86.1% | +29.6% | +56.6% | -3.4% |
| All | +86.1% | +30.5% | +55.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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