+56.1%
ALAB vs WOLF
+57.5%
-1.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.6% | +4.1% | +8.0% |
| 7D | +7.2% | +9.7% | -2.4% | +4.3% |
| 30D | -2.5% | +12.5% | -15.1% | -7.1% |
| 3M | -13.3% | -57.7% | +44.4% | +4.9% |
| 6M | +172.8% | +37.7% | +135.1% | +145.8% |
| YTD | +86.6% | +62.8% | +23.7% | +63.4% |
| All | +56.1% | +57.5% | -1.4% | +40.4% |
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