-37.1%
APP vs WOLF
+39.8%
-76.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.8% | -5.0% | +4.0% |
| 7D | +79.2% | +25.3% | +53.9% | +75.3% |
| 30D | +48.0% | -14.7% | +62.7% | +49.2% |
| 3M | +18.2% | -20.5% | +38.8% | +19.1% |
| 6M | -12.5% | -43.9% | +31.5% | -13.3% |
| YTD | -39.2% | +50.0% | -89.2% | -51.3% |
| All | -37.1% | +39.8% | -76.9% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling