+85.2%
APA vs WOLF
+60.4%
+24.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.9% |
| 7D | -1.7% | +9.8% | -11.5% | -1.2% |
| 30D | +15.7% | -12.1% | +27.9% | +15.2% |
| 3M | +16.5% | -47.9% | +64.3% | +14.3% |
| 6M | +35.1% | +74.3% | -39.2% | +38.1% |
| YTD | +82.2% | +65.9% | +16.3% | +85.6% |
| All | +85.2% | +60.4% | +24.7% | +89.5% |
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 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