+17.7%
ALLE vs WOLF
-3.0%
+20.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.8% |
| 7D | +6.7% | -14.5% | +21.1% | +6.8% |
| 30D | +25.4% | -32.0% | +57.4% | +25.9% |
| 3M | +16.9% | -15.8% | +32.7% | +17.0% |
| 6M | +46.6% | -36.6% | +83.1% | +46.3% |
| YTD | +22.4% | +30.9% | -8.5% | +19.4% |
| 1Y | +17.7% | +4.1% | +13.7% | +15.0% |
| All | +17.7% | -3.0% | +20.8% | +15.0% |
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 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