+9.1%
ALAB vs WOLF
+45.1%
-36.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +9.8% | +3.9% | +10.3% |
| 7D | -5.6% | +25.3% | -30.8% | -12.2% |
| 30D | -36.6% | -14.7% | -22.0% | -33.2% |
| 3M | -35.1% | -20.5% | -14.6% | -31.1% |
| 6M | +8.5% | -43.9% | +52.5% | +22.8% |
| YTD | +30.4% | +50.0% | -19.7% | +16.3% |
| 1Y | +31.0% | +45.5% | -14.5% | +18.7% |
| All | +9.1% | +45.1% | -36.0% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling