-1.5%
BAC vs WOLF
-3.0%
+1.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.9% |
| 7D | +1.5% | -14.5% | +16.0% | +1.9% |
| 30D | -4.4% | -32.0% | +27.6% | -3.7% |
| 3M | -17.5% | -15.8% | -1.7% | -17.4% |
| 6M | -0.1% | -36.6% | +36.5% | -1.0% |
| YTD | -4.6% | +30.9% | -35.5% | -9.6% |
| 1Y | -1.5% | +4.1% | -5.6% | -6.3% |
| All | -1.5% | -3.0% | +1.5% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling