+878.9%
WULF vs IWF
+76.9%
+802.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +1.7% |
| 7D | +1.4% | -0.9% | +2.3% | +4.0% |
| 30D | -2.6% | -1.7% | -0.9% | +2.4% |
| 3M | -34.0% | +0.7% | -34.6% | -34.3% |
| 6M | +10.0% | +8.6% | +1.4% | -8.0% |
| YTD | +45.7% | +3.5% | +42.2% | +39.3% |
| 1Y | +57.3% | +7.0% | +50.3% | +39.4% |
| 3Y | +878.9% | +76.3% | +802.6% | +254.2% |
| All | +878.9% | +76.9% | +802.1% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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