-44.4%
ALNY vs WOLF
+44.0%
-88.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.5% |
| 7D | -6.5% | -8.6% | +2.0% | -6.5% |
| 30D | +11.0% | -18.3% | +29.3% | +11.0% |
| 3M | -14.1% | -43.1% | +29.0% | -11.3% |
| 6M | -22.4% | +42.4% | -64.8% | -28.5% |
| YTD | -37.5% | +48.9% | -86.3% | -43.1% |
| All | -44.4% | +44.0% | -88.4% | -47.3% |
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