+3.2%
AWK vs WOLF
+44.0%
-40.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.5% |
| 7D | -2.1% | -8.6% | +6.4% | -2.4% |
| 30D | +2.1% | -18.3% | +20.3% | +1.6% |
| 3M | +11.4% | -43.1% | +54.5% | +10.4% |
| 6M | +3.9% | +42.4% | -38.5% | +3.9% |
| YTD | +7.7% | +48.9% | -41.2% | +7.5% |
| All | +3.2% | +44.0% | -40.8% | +3.8% |
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