+31.8%
ANET vs WOLF
+39.8%
-8.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.7% | +5.7% | -1.0% |
| 7D | -1.3% | -6.2% | +4.9% | -0.5% |
| 30D | -4.5% | -16.5% | +12.0% | -2.3% |
| 3M | +24.5% | -42.0% | +66.6% | +30.8% |
| 6M | +35.4% | +51.8% | -16.4% | +19.4% |
| YTD | +44.2% | +44.6% | -0.3% | +26.7% |
| All | +31.8% | +39.8% | -8.0% | +18.4% |
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 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