+16.5%
AR vs WOLF
+60.4%
-44.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -1.8% | +9.8% | -11.6% | -1.6% |
| 30D | +12.6% | -12.1% | +24.7% | +12.3% |
| 3M | +10.0% | -47.9% | +57.9% | +9.3% |
| 6M | +0.6% | +74.3% | -73.6% | +0.7% |
| YTD | +13.4% | +65.9% | -52.5% | +13.2% |
| All | +16.5% | +60.4% | -44.0% | +18.1% |
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 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