+38.9%
ABNB vs WOLF
-5.7%
+44.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -10.7% | +7.1% | -3.1% |
| 7D | +2.2% | -18.4% | +20.6% | +3.0% |
| 30D | +6.1% | -36.0% | +42.1% | +7.9% |
| 3M | +11.6% | -19.2% | +30.7% | +12.0% |
| 6M | +21.8% | -44.4% | +66.2% | +20.7% |
| YTD | +25.4% | +16.9% | +8.4% | +15.2% |
| 1Y | +38.9% | +0.5% | +38.3% | +26.6% |
| All | +38.9% | -5.7% | +44.6% | +26.6% |
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