+22.1%
BAC vs WOLF
+57.5%
-35.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -0.1% |
| 7D | +1.1% | +9.7% | -8.6% | +1.0% |
| 30D | -0.4% | +12.5% | -12.9% | -0.6% |
| 3M | +16.9% | -57.7% | +74.6% | +17.9% |
| 6M | +26.6% | +37.7% | -11.1% | +22.8% |
| YTD | +15.8% | +62.8% | -47.0% | +12.4% |
| All | +22.1% | +57.5% | -35.4% | +18.2% |
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