+30.2%
B vs WOLF
+45.1%
-14.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.8% | -5.6% | +3.2% |
| 7D | +11.3% | +25.3% | -14.0% | +8.5% |
| 30D | +2.9% | -14.7% | +17.6% | +4.0% |
| 3M | -2.9% | -20.5% | +17.7% | -1.7% |
| 6M | -1.2% | -43.9% | +42.7% | +1.5% |
| YTD | -1.3% | +50.0% | -51.4% | -7.8% |
| 1Y | +30.4% | +45.5% | -15.1% | +21.8% |
| All | +30.2% | +45.1% | -14.9% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling