+18.2%
BAX vs WOLF
+45.1%
-26.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.8% | -7.4% | +1.7% |
| 7D | +9.0% | +25.3% | -16.2% | +7.3% |
| 30D | +8.5% | -14.7% | +23.1% | +9.1% |
| 3M | -4.1% | -20.5% | +16.4% | -3.5% |
| 6M | +46.9% | -43.9% | +90.9% | +46.9% |
| YTD | +38.4% | +50.0% | -11.6% | +18.5% |
| 1Y | +47.0% | +45.5% | +1.5% | +25.2% |
| All | +18.2% | +45.1% | -26.9% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling