+299.1%
WULF vs IWD
+747.8%
-448.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +11.0% | +2.3% | +8.7% | +9.8% |
| 30D | +9.4% | +3.6% | +5.8% | +7.6% |
| 3M | -22.6% | +2.2% | -24.8% | -23.4% |
| 6M | -45.4% | +13.0% | -58.4% | -48.6% |
| YTD | +9.8% | +26.5% | -16.7% | -1.3% |
| 1Y | +8.0% | +30.1% | -22.1% | -4.1% |
| 3Y | +1,149.5% | +84.9% | +1,064.6% | +892.4% |
| 5Y | -55.6% | +73.4% | -128.9% | -63.3% |
| 10Y | +34.7% | +204.0% | -169.3% | -2.9% |
| All | +299.1% | +747.8% | -448.7% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling