-21.9%
BBWI vs WOLF
+57.5%
-79.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +2.4% |
| 7D | +1.5% | +9.7% | -8.2% | +0.8% |
| 30D | -5.2% | +12.5% | -17.7% | -6.6% |
| 3M | +11.1% | -57.7% | +68.8% | +17.7% |
| 6M | -13.4% | +37.7% | -51.1% | -23.5% |
| YTD | +0.1% | +62.8% | -62.7% | -14.1% |
| All | -21.9% | +57.5% | -79.4% | -31.4% |
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