+17.3%
IWM vs WOLF
+45.7%
-28.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.3% | +17.0% | -16.7% | -1.0% |
| 30D | +0.6% | -14.3% | +14.9% | +1.2% |
| 3M | -6.2% | -10.5% | +4.3% | -6.3% |
| 6M | -0.8% | -43.7% | +42.9% | +0.8% |
| YTD | +14.8% | +50.7% | -35.9% | +7.1% |
| 1Y | +16.1% | +46.7% | -30.6% | +8.3% |
| All | +17.3% | +45.7% | -28.4% | +10.0% |
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 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