+23.8%
ALL vs WOLF
-43.5%
+67.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +1.0% |
| 7D | -2.6% | +21.5% | -24.0% | -0.2% |
| 30D | +12.7% | -1.2% | +14.0% | +13.7% |
| 3M | +0.4% | -8.2% | +8.6% | +1.3% |
| 6M | +23.8% | -45.0% | +68.8% | +22.5% |
| All | +23.8% | -43.5% | +67.3% | +22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling