-21.0%
BA vs WOLF
+47.3%
-68.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.5% |
| 7D | -0.6% | +30.2% | -30.8% | -1.9% |
| 30D | -8.0% | -7.2% | -0.8% | -7.9% |
| 3M | -25.8% | -16.4% | -9.4% | -25.6% |
| 6M | -27.6% | -50.7% | +23.1% | -26.7% |
| YTD | -21.0% | +52.3% | -73.3% | -25.6% |
| 1Y | -12.3% | +35.6% | -47.9% | -17.4% |
| All | -21.0% | +47.3% | -68.3% | -23.8% |
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 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