+46.5%
ALB vs WOLF
+57.5%
-11.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.6% | -10.1% | -5.0% |
| 7D | -8.1% | +9.7% | -17.7% | -9.0% |
| 30D | +6.3% | +12.5% | -6.3% | +4.2% |
| 3M | -23.6% | -57.7% | +34.2% | -18.2% |
| 6M | -24.6% | +37.7% | -62.3% | -32.0% |
| YTD | -10.3% | +62.8% | -73.1% | -20.8% |
| All | +46.5% | +57.5% | -11.0% | +30.5% |
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 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