+19.3%
ARM vs WOLF
-3.0%
+22.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -6.9% | -5.9% |
| 7D | -18.7% | -14.5% | -4.2% | -13.9% |
| 30D | -36.7% | -32.0% | -4.6% | -27.6% |
| 3M | -31.6% | -15.8% | -15.9% | -28.9% |
| 6M | -5.6% | -36.6% | +31.0% | +5.7% |
| YTD | +75.5% | +30.9% | +44.6% | +59.7% |
| 1Y | +19.3% | +4.1% | +15.3% | +11.3% |
| All | +19.3% | -3.0% | +22.4% | +11.3% |
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