+2.1%
AS vs WOLF
-3.0%
+5.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +5.0% |
| 7D | +13.8% | -14.5% | +28.2% | +15.0% |
| 30D | +16.7% | -32.0% | +48.7% | +19.8% |
| 3M | -11.5% | -15.8% | +4.3% | -11.5% |
| 6M | -5.5% | -36.6% | +31.1% | -6.6% |
| YTD | -14.2% | +30.9% | -45.1% | -25.6% |
| 1Y | +2.1% | +4.1% | -2.0% | -8.4% |
| All | +2.1% | -3.0% | +5.1% | -8.4% |
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