+57.3%
WULF vs IWD
+28.9%
+28.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +1.4% |
| 7D | +1.4% | -0.8% | +2.2% | +3.5% |
| 30D | -2.6% | -0.8% | -1.8% | -1.0% |
| 3M | -34.0% | +6.9% | -40.9% | -47.6% |
| 6M | +10.0% | +18.3% | -8.3% | -34.9% |
| YTD | +45.7% | +22.4% | +23.3% | -18.2% |
| 1Y | +57.3% | +27.4% | +29.9% | -18.1% |
| All | +57.3% | +28.9% | +28.4% | -18.1% |
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