-30.1%
BBWI vs WOLF
+39.8%
-70.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.7% | +6.3% | -0.9% |
| 7D | -8.0% | -6.2% | -1.8% | -7.5% |
| 30D | -6.6% | -16.5% | +9.9% | -5.7% |
| 3M | -2.7% | -42.0% | +39.3% | -0.2% |
| 6M | -12.8% | +51.8% | -64.6% | -24.4% |
| YTD | -10.5% | +44.6% | -55.0% | -22.5% |
| All | -30.1% | +39.8% | -70.0% | -38.1% |
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