-24.8%
BAH vs WOLF
+51.6%
-76.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.7% | -0.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.1% |
| 30D | -6.6% | -6.9% | +0.3% | -6.9% |
| 3M | -7.2% | -44.1% | +36.9% | -9.4% |
| 6M | -10.0% | +53.6% | -63.6% | -5.8% |
| YTD | -12.5% | +56.7% | -69.1% | -7.8% |
| All | -24.8% | +51.6% | -76.4% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling