+99.7%
APA vs WOLF
+53.8%
+46.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +3.8% |
| 7D | +5.1% | +21.5% | -16.4% | +6.1% |
| 30D | +0.3% | -1.2% | +1.5% | +0.4% |
| 3M | +15.6% | -8.2% | +23.8% | +15.8% |
| 6M | +28.9% | -45.0% | +73.9% | +28.0% |
| YTD | +96.6% | +59.0% | +37.6% | +100.6% |
| 1Y | +95.5% | +59.1% | +36.4% | +99.9% |
| All | +99.7% | +53.8% | +46.0% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling