+82.7%
WULF vs IWD
+203.8%
-121.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.8% |
| 7D | +1.4% | -0.8% | +2.2% | +2.3% |
| 30D | -2.6% | -0.8% | -1.8% | -1.9% |
| 3M | -34.0% | +6.9% | -40.9% | -39.0% |
| 6M | +10.0% | +18.3% | -8.3% | -7.2% |
| YTD | +45.7% | +22.4% | +23.3% | +19.5% |
| 1Y | +57.3% | +27.4% | +29.9% | +24.2% |
| 3Y | +878.9% | +71.2% | +807.8% | +542.0% |
| 5Y | -28.3% | +75.7% | -104.0% | -52.8% |
| All | +82.7% | +203.8% | -121.1% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling