+15.4%
AR vs WOLF
+47.3%
-31.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.2% |
| 7D | +6.4% | +30.2% | -23.8% | +7.3% |
| 30D | +3.1% | -7.2% | +10.3% | +3.1% |
| 3M | +3.3% | -16.4% | +19.7% | +3.2% |
| 6M | +6.6% | -50.7% | +57.2% | +6.2% |
| YTD | +12.3% | +52.3% | -39.9% | +12.2% |
| 1Y | +12.3% | +35.6% | -23.3% | +12.6% |
| All | +15.4% | +47.3% | -31.9% | +17.0% |
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