+273.9%
ASX vs WOLF
+51.6%
+222.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +9.1% | +4.6% |
| 7D | +11.1% | +2.4% | +8.7% | +10.5% |
| 30D | +9.6% | -6.9% | +16.5% | +10.8% |
| 3M | +18.6% | -44.1% | +62.7% | +27.9% |
| 6M | +92.1% | +53.6% | +38.5% | +81.8% |
| YTD | +158.5% | +56.7% | +101.8% | +143.6% |
| All | +273.9% | +51.6% | +222.3% | +250.2% |
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