+63.2%
AMAT vs WOLF
+32.2%
+31.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +16.8% | -12.6% | +0.1% |
| 7D | -14.7% | +8.2% | -22.9% | -16.4% |
| 30D | -36.1% | -24.2% | -11.9% | -32.3% |
| 3M | -36.9% | -13.8% | -23.1% | -35.7% |
| 6M | -22.2% | -44.8% | +22.6% | -15.8% |
| YTD | +29.9% | +36.6% | -6.7% | +19.1% |
| 1Y | +43.3% | +27.6% | +15.7% | +31.7% |
| All | +63.2% | +32.2% | +31.1% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling