+28.7%
IWD vs WOLF
+45.6%
-16.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +1.6% | +17.0% | -15.4% | +1.0% |
| 30D | +3.6% | -14.3% | +17.9% | +3.9% |
| 3M | +2.0% | -10.5% | +12.5% | +2.0% |
| 6M | +13.1% | -43.7% | +56.8% | +13.9% |
| YTD | +26.2% | +50.7% | -24.5% | +19.7% |
| All | +28.7% | +45.6% | -16.9% | +22.0% |
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