+16.9%
AWK vs WOLF
+29.9%
-13.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.7% | +1.1% |
| 7D | +0.1% | +4.4% | -4.2% | +0.4% |
| 30D | +14.3% | +1.0% | +13.2% | +14.7% |
| 3M | +10.3% | -21.2% | +31.5% | +10.1% |
| 6M | +18.9% | -60.3% | +79.3% | +17.4% |
| YTD | +17.7% | +42.6% | -24.9% | +20.0% |
| 1Y | +16.9% | +36.5% | -19.6% | +18.9% |
| All | +16.9% | +29.9% | -13.0% | +18.9% |
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