+64.7%
AU vs WOLF
+57.5%
+7.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.6% | -8.0% | -3.1% |
| 7D | -3.6% | +9.7% | -13.3% | -4.9% |
| 30D | +23.9% | +12.5% | +11.3% | +20.8% |
| 3M | +19.1% | -57.7% | +76.8% | +30.8% |
| 6M | -0.2% | +37.7% | -37.8% | -7.9% |
| YTD | +32.5% | +62.8% | -30.4% | +19.9% |
| All | +64.7% | +57.5% | +7.2% | +47.5% |
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