-38.6%
BABA vs WOLF
+32.2%
-70.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +16.8% | -15.6% | +0.2% |
| 7D | +11.6% | +8.2% | +3.4% | +10.9% |
| 30D | +2.3% | -24.2% | +26.5% | +3.8% |
| 3M | -13.7% | -13.8% | +0.1% | -14.0% |
| 6M | -21.9% | -44.8% | +22.9% | -20.6% |
| YTD | -24.6% | +36.6% | -61.3% | -29.1% |
| 1Y | -34.1% | +27.6% | -61.7% | -37.9% |
| All | -38.6% | +32.2% | -70.8% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling