+93.8%
AMAT vs WOLF
+53.8%
+40.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.5% | +4.7% |
| 7D | +7.0% | +21.5% | -14.5% | +2.0% |
| 30D | -20.6% | -1.2% | -19.3% | -20.9% |
| 3M | -24.8% | -8.2% | -16.6% | -24.4% |
| 6M | -10.7% | -45.0% | +34.2% | -4.6% |
| YTD | +54.3% | +59.0% | -4.7% | +36.4% |
| 1Y | +73.7% | +59.1% | +14.6% | +53.4% |
| All | +93.8% | +53.8% | +40.1% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling