{"schemaVersion":1,"ticker":"WTLS","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/wtls/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, WTLS against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/wtls/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"WTLS","b":"VOO","window":{"from":"2026-01-30","to":"2026-10-30","firstReturn":"2026-02-06","weeklyReturns":39,"years":0.75,"short":true,"weekEnding":"2026-11-01","cumulativeOnly":"39 weekly returns, 2026-01-30 to 2026-10-30: cumulative numbers only, nothing annualised"},"riskFree":{"rate":0.03812526,"perWeek":0.0007331781,"days":190,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.18297928,"b":0.10165214,"edge":"WTLS","lead":"WTLS"},"annualised":{"a":null,"b":null,"absent":"39 weekly returns, under the 52 an annualised number needs"},"price":{"a":0.18297928,"b":0.09209079,"edge":"WTLS","lead":"WTLS"},"volatility":{"a":null,"b":null,"absent":"39 weekly returns, under the 52 an annualised number needs"},"downsideDeviation":{"a":null,"b":null,"absent":"39 weekly returns, under the 52 an annualised number needs"},"maxDrawdown":{"a":-0.06988742,"b":-0.08077017,"edge":"WTLS","lead":"WTLS","aPeak":"2026-01-30","aTrough":"2026-03-27","bPeak":"2026-01-30","bTrough":"2026-03-27"},"excess":{"a":null,"b":null,"absent":"39 weekly returns, under the 52 an annualised number needs"},"sharpe":{"a":null,"b":null,"absent":"39 weekly returns, under the 52 an annualised number needs"},"sortino":{"a":null,"b":null,"absent":"39 weekly returns, under the 52 an annualised number needs"},"calmar":{"a":null,"b":null,"absent":"39 weekly returns, under the 52 an annualised number needs"}},"relative":{"WTLS":{"on":"VOO","beta":1.05375405,"r2":0.81241587,"alpha":null,"alphaT":null,"alphaLow":null,"alphaHigh":null,"upsideCapture":null,"downsideCapture":null,"treynor":null,"trackingError":null,"informationRatio":null,"upWeeks":21,"downWeeks":18,"absent":"39 weekly returns: alpha, Treynor, the captures, tracking error and the information ratio need 52","edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true}}}},"sources":{"WTLS":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":39,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.18297928}},"VOO":{"kept":"2026-11-01","distributions":3,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":39,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.10165214}}}}