-1.8%
BBWI vs WOLF
+52.0%
-53.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -2.7% |
| 7D | -4.5% | +30.2% | -34.7% | -6.1% |
| 30D | +17.1% | -7.2% | +24.3% | +17.3% |
| 3M | +17.5% | -16.4% | +33.9% | +17.6% |
| 6M | +12.8% | -50.7% | +63.5% | +14.5% |
| YTD | +8.2% | +52.3% | -44.1% | -13.7% |
| 1Y | -1.8% | +35.6% | -37.4% | -18.3% |
| All | -1.8% | +52.0% | -53.8% | -18.3% |
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 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