+441.8%
WULF vs IWF
+720.7%
-278.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +15.6% | +0.5% | +15.1% | +15.3% |
| 30D | +5.7% | -1.4% | +7.1% | +6.8% |
| 3M | -32.3% | +0.4% | -32.7% | -31.8% |
| 6M | +23.7% | +8.5% | +15.2% | +20.2% |
| YTD | +49.1% | +3.7% | +45.4% | +49.3% |
| 1Y | +66.3% | +8.5% | +57.8% | +63.6% |
| 3Y | +851.7% | +78.5% | +773.1% | +707.5% |
| 5Y | -30.9% | +73.6% | -104.6% | -40.6% |
| 10Y | +86.9% | +421.3% | -334.4% | +28.0% |
| All | +441.8% | +720.7% | -278.9% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling