+50.8%
BB vs WOLF
+39.8%
+11.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.7% | +5.0% | -1.6% |
| 7D | -2.1% | -6.2% | +4.1% | -1.2% |
| 30D | -16.0% | -16.5% | +0.5% | -14.2% |
| 3M | -14.5% | -42.0% | +27.5% | -10.7% |
| 6M | +118.6% | +51.8% | +66.7% | +102.3% |
| YTD | +98.9% | +44.6% | +54.4% | +83.8% |
| All | +50.8% | +39.8% | +11.0% | +40.0% |
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 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