{"schemaVersion":1,"ticker":"WTPI","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/wtpi/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","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, WTPI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/wtpi/"},"benchmark":{"ticker":"SPY","name":"S&P 500 (SPY)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate","status":"not-read"}},"kind":"benchmark","a":"WTPI","b":"SPY","window":{"from":"2016-03-04","to":"2026-10-23","firstReturn":"2016-03-11","weeklyReturns":555,"years":10.64,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02378903,"perWeek":0.0004574813,"days":2661,"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":1.33982673,"b":3.5118516,"edge":"SPY","lead":"SPY"},"annualised":{"a":0.08290456,"b":0.15161926,"edge":"SPY","lead":"SPY"},"price":{"a":0.28728414,"b":2.79169798,"edge":"SPY","lead":"SPY"},"volatility":{"a":0.11285341,"b":0.16696741,"edge":"WTPI","lead":"WTPI"},"downsideDeviation":{"a":0.08849611,"b":0.11531315,"edge":"WTPI","lead":"WTPI"},"maxDrawdown":{"a":-0.2730809,"b":-0.3181115,"edge":"WTPI","lead":"WTPI","aPeak":"2020-02-21","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.06242018,"b":0.13159904,"edge":"SPY","lead":"SPY"},"sharpe":{"a":0.55310852,"b":0.78817204,"edge":"SPY","lead":"SPY"},"sortino":{"a":0.70534376,"b":1.14123184,"edge":"SPY","lead":"SPY"},"calmar":{"a":0.30358976,"b":0.47662301,"edge":"SPY","lead":"SPY"}},"relative":{"WTPI":{"on":"SPY","beta":0.60502393,"r2":0.80127056,"alpha":-0.01720039,"alphaT":-1.10933227,"alphaLow":-0.04765663,"alphaHigh":0.01325585,"upsideCapture":0.45197244,"downsideCapture":0.65624205,"treynor":0.10316977,"trackingError":0.08294668,"informationRatio":-0.83401602,"upWeeks":325,"downWeeks":230,"treynorReference":0.13159904,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPY","lead":"SPY"},"downsideCapture":{"edge":"WTPI","lead":"WTPI"},"treynor":{"edge":"SPY","lead":"SPY"},"informationRatio":{"edge":null,"lead":"SPY","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"WTPI":{"kept":"2026-10-26","distributions":54,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":1,"agree":1},"vendor":{"weeks":555,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.33982673}},"SPY":{"kept":"2026-10-26","distributions":43,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":555,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.5118516}}}}