+62.8%
AU vs WOLF
+60.4%
+2.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -0.3% | +9.8% | -10.0% | -1.5% |
| 30D | +12.8% | -12.1% | +24.9% | +14.1% |
| 3M | +28.5% | -47.9% | +76.3% | +37.2% |
| 6M | +4.8% | +74.3% | -69.5% | -5.7% |
| YTD | +31.0% | +65.9% | -34.9% | +18.3% |
| All | +62.8% | +60.4% | +2.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling