-30.8%
ADBE vs WOLF
+39.8%
-70.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.7% | +5.4% | -2.8% |
| 7D | -12.9% | -6.2% | -6.7% | -13.2% |
| 30D | -5.6% | -16.5% | +10.8% | -6.4% |
| 3M | +6.6% | -42.0% | +48.7% | +5.4% |
| 6M | -9.6% | +51.8% | -61.4% | -10.3% |
| YTD | -28.9% | +44.6% | -73.5% | -29.5% |
| All | -30.8% | +39.8% | -70.6% | -31.8% |
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