-25.6%
BBWI vs WOLF
+44.0%
-69.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.0% | +3.4% | +6.2% |
| 7D | -4.8% | -8.6% | +3.8% | -4.1% |
| 30D | +3.5% | -18.3% | +21.7% | +4.7% |
| 3M | -0.3% | -43.1% | +42.8% | +2.5% |
| 6M | -5.4% | +42.4% | -47.8% | -17.0% |
| YTD | -4.7% | +48.9% | -53.6% | -17.7% |
| All | -25.6% | +44.0% | -69.6% | -34.2% |
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 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