+35.9%
B vs WOLF
+60.4%
-24.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -1.6% |
| 7D | +2.3% | +9.8% | -7.4% | +1.4% |
| 30D | +1.4% | -12.1% | +13.5% | +2.4% |
| 3M | +12.2% | -47.9% | +60.1% | +17.4% |
| 6M | -2.1% | +74.3% | -76.4% | -8.8% |
| YTD | +2.9% | +65.9% | -62.9% | -3.9% |
| All | +35.9% | +60.4% | -24.6% | +25.1% |
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