-9.1%
AS vs WOLF
+32.2%
-41.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.8% | -16.4% | -0.6% |
| 7D | +6.9% | +8.2% | -1.3% | +6.3% |
| 30D | +16.0% | -24.2% | +40.2% | +17.6% |
| 3M | -12.8% | -13.8% | +0.9% | -12.9% |
| 6M | -15.4% | -44.8% | +29.4% | -14.4% |
| YTD | -15.7% | +36.6% | -52.4% | -22.5% |
| 1Y | +6.1% | +27.6% | -21.5% | -2.5% |
| All | -9.1% | +32.2% | -41.2% | -16.4% |
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 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