+34.7%
WULF vs IWD
+203.0%
-168.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.5% |
| 7D | +11.0% | +2.3% | +8.7% | +8.5% |
| 30D | +9.4% | +3.6% | +5.8% | +5.5% |
| 3M | -22.6% | +2.2% | -24.8% | -24.3% |
| 6M | -45.4% | +13.0% | -58.4% | -52.1% |
| YTD | +9.8% | +26.5% | -16.7% | -13.0% |
| 1Y | +8.0% | +30.1% | -22.1% | -16.7% |
| 3Y | +1,149.5% | +84.9% | +1,064.6% | +662.2% |
| 5Y | -55.6% | +73.4% | -128.9% | -71.4% |
| All | +34.7% | +203.0% | -168.3% | -19.5% |
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