Wah

The chart shows the growth of an initial investment of $10,000 in Wah, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every month.

Based on dividend-adjusted daily data since Feb 13, 2023, Wah's average daily return is +0.41%, while the average monthly return is +10.56%. At this rate, your investment would double in approximately 0.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2024 with a return of +332.1%, while the worst month was Mar 2025 at -6.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Wah closed higher 54% of trading days. The best single day was Nov 12, 2024 with a return of +151.2%, while the worst single day was Feb 23, 2023 at -34.4%.

Wah has an annualized alpha of 176.67%, beta of 0.61, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since February 13, 2023.

• This portfolio captured 502.65% of S&P 500 Index gains but only 60.98% of its losses — a favorable profile for investors.
• Beta of 0.61 may look defensive, but with R² of 0.01 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.01 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Wah has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Wah ranks 72 for risk / return — better than 72% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Wah Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.33
• All Time: 0.95

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Wah compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Wah provided a 2.96% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Wah. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Wah was 38.54%, occurring on Oct 27, 2023. Recovery took 266 trading sessions.

The current Wah drawdown is 11.01%.

The chart below shows the rolling one-month volatility.