+16.6%
AR vs WOLF
+51.6%
-35.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | -0.1% |
| 7D | -1.2% | +2.4% | -3.6% | -1.1% |
| 30D | +5.5% | -6.9% | +12.4% | +5.4% |
| 3M | +12.9% | -44.1% | +56.9% | +12.0% |
| 6M | +0.1% | +53.6% | -53.5% | -0.1% |
| YTD | +13.5% | +56.7% | -43.2% | +13.2% |
| All | +16.6% | +51.6% | -35.0% | +18.0% |
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