+57.3%
WULF vs WTW
-3.2%
+60.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +1.4% | -5.7% | +7.1% | -1.0% |
| 30D | -2.6% | -7.3% | +4.6% | -5.4% |
| 3M | -34.0% | +21.5% | -55.4% | -25.9% |
| 6M | +10.0% | +9.6% | +0.4% | +20.4% |
| YTD | +45.7% | -3.3% | +49.0% | +54.8% |
| 1Y | +57.3% | -6.1% | +63.5% | +74.4% |
| All | +57.3% | -3.2% | +60.5% | +74.4% |
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