+901.8%
WULF vs IWD
+69.9%
+831.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.4% |
| 7D | +15.6% | -1.2% | +16.8% | +19.6% |
| 30D | +5.7% | -1.6% | +7.4% | +10.3% |
| 3M | -32.3% | +7.0% | -39.3% | -46.2% |
| 6M | +23.7% | +17.0% | +6.7% | -23.2% |
| YTD | +49.1% | +21.6% | +27.5% | -16.6% |
| 1Y | +66.3% | +28.0% | +38.3% | -20.4% |
| All | +901.8% | +69.9% | +831.9% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling