+4.0%
ITW vs WOLF
+39.8%
-35.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.7% | +8.2% | +0.5% |
| 7D | -2.4% | -6.2% | +3.8% | -2.3% |
| 30D | -9.5% | -16.5% | +7.0% | -9.4% |
| 3M | +6.6% | -42.0% | +48.7% | +7.4% |
| 6M | -1.8% | +51.8% | -53.6% | -3.6% |
| YTD | +9.0% | +44.6% | -35.6% | +6.9% |
| All | +4.0% | +39.8% | -35.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 5y: compounded portfolio wealth divided by compounded WOLF 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…
5y analysis · Full analysis span regression · 6 months rolling