-20.6%
BA vs WOLF
+45.1%
-65.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.8% | -10.4% | -1.0% |
| 7D | -1.7% | +25.3% | -27.0% | -2.9% |
| 30D | -9.5% | -14.7% | +5.2% | -9.0% |
| 3M | -26.5% | -20.5% | -5.9% | -26.1% |
| 6M | -27.4% | -43.9% | +16.6% | -27.1% |
| YTD | -20.6% | +50.0% | -70.6% | -25.2% |
| 1Y | -11.4% | +45.5% | -56.9% | -16.9% |
| All | -20.6% | +45.1% | -65.7% | -23.4% |
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