+28.3%
IWD vs WOLF
+57.5%
-29.2%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -0.8% |
| 7D | -0.3% | +9.7% | -9.9% | -0.6% |
| 30D | +0.6% | +12.5% | -12.0% | 0.0% |
| 3M | +7.2% | -57.7% | +64.9% | +9.7% |
| 6M | +16.2% | +37.7% | -21.5% | +12.7% |
| YTD | +23.3% | +62.8% | -39.5% | +19.1% |
| All | +28.3% | +57.5% | -29.2% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling