-47.1%
BABA vs WOLF
+47.3%
-94.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.2% | -2.8% | -6.8% |
| 7D | -12.7% | +30.2% | -42.9% | -14.3% |
| 30D | -14.9% | -7.2% | -7.7% | -14.8% |
| 3M | -24.6% | -16.4% | -8.2% | -24.4% |
| 6M | -29.3% | -50.7% | +21.3% | -27.4% |
| YTD | -35.0% | +52.3% | -87.3% | -39.3% |
| 1Y | -39.7% | +35.6% | -75.3% | -43.5% |
| All | -47.1% | +47.3% | -94.3% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling