+17.2%
ARM vs WOLF
+40.4%
-23.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -10.4% | +17.0% | -27.4% | -15.6% |
| 30D | -31.8% | -14.3% | -17.5% | -28.4% |
| 3M | -32.2% | -10.5% | -21.8% | -30.6% |
| 6M | -14.9% | -43.7% | +28.8% | -2.7% |
| YTD | +66.0% | +50.7% | +15.4% | +42.7% |
| 1Y | +17.2% | +46.7% | -29.5% | +1.5% |
| All | +17.2% | +40.4% | -23.2% | +1.5% |
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