+86.1%
WULF vs WTW
+3.0%
+83.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +0.9% |
| 7D | +7.6% | -2.6% | +10.2% | +6.3% |
| 30D | -8.6% | -1.0% | -7.6% | -8.9% |
| 3M | -37.0% | +29.9% | -66.9% | -27.2% |
| 6M | +7.4% | +10.7% | -3.3% | +18.8% |
| YTD | +43.7% | +2.6% | +41.1% | +56.3% |
| 1Y | +86.1% | +2.8% | +83.4% | +109.1% |
| All | +86.1% | +3.0% | +83.1% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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