-43.2%
APP vs WOLF
+53.8%
-97.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +1.9% |
| 7D | +48.9% | +21.5% | +27.5% | +46.5% |
| 30D | +49.4% | -1.2% | +50.7% | +49.0% |
| 3M | +27.0% | -8.2% | +35.2% | +26.5% |
| 6M | -15.4% | -45.0% | +29.6% | -15.2% |
| YTD | -39.9% | +59.0% | -98.9% | -48.1% |
| 1Y | -32.0% | +59.1% | -91.0% | -41.0% |
| All | -43.2% | +53.8% | -97.0% | -50.2% |
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