WTM vs SPY 1 Year Daily ReturnsWTM has a beta of 0.4. In the past year, WTM has been less volatile than the S&P500.

WTM Historical BetaSince 2024-07-17, the beta for WTM changed by +0.09 and had an average of 0.32.

WTM Sharpe RatioWTM has a 1 year sharpe of -0.14 which is -0.48 compared to the S&P500.

WTM Daily P/L Normal DistributionWTM has a P/L mean of 0.02% and a std dev of 1.54%. A daily 1σ move is between $NaN and $NaN.

WTM 1 Year DrawdownWTM had a max drawdown of 15.67% in the previous year.

WTM Yearly Drawdown DurationWTM has an average drawdown duration of 17.77 days every year.