+38.5%
ABNB vs WOLF
+44.0%
-5.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.4% |
| 7D | -6.5% | -8.6% | +2.1% | -6.2% |
| 30D | -5.5% | -18.3% | +12.8% | -5.0% |
| 3M | +30.0% | -43.1% | +73.1% | +31.4% |
| 6M | +27.6% | +42.4% | -14.8% | +21.0% |
| YTD | +25.4% | +48.9% | -23.5% | +18.6% |
| All | +38.5% | +44.0% | -5.5% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling