+45.3%
ALAB vs WOLF
+60.4%
-15.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -7.5% |
| 7D | +3.2% | +9.8% | -6.6% | +0.3% |
| 30D | -13.6% | -12.1% | -1.4% | -10.5% |
| 3M | -16.6% | -47.9% | +31.3% | -3.9% |
| 6M | +142.3% | +74.3% | +68.0% | +110.1% |
| YTD | +73.6% | +65.9% | +7.7% | +51.1% |
| All | +45.3% | +60.4% | -15.1% | +29.8% |
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