+222.6%
ASX vs WOLF
+37.9%
+184.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -0.5% |
| 7D | +12.4% | +4.4% | +8.0% | +11.3% |
| 30D | -19.8% | +1.0% | -20.8% | -19.8% |
| 3M | -10.3% | -21.2% | +10.9% | -6.4% |
| 6M | +1.2% | -60.3% | +61.6% | +14.6% |
| YTD | +123.0% | +42.6% | +80.4% | +114.0% |
| 1Y | +145.4% | +36.5% | +108.9% | +135.4% |
| All | +222.6% | +37.9% | +184.7% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling