+16.6%
BBWI vs WOLF
-62.7%
+79.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +1.5% |
| 7D | +0.1% | +4.4% | -4.2% | +0.1% |
| 30D | +12.9% | +1.0% | +11.9% | +13.0% |
| 3M | +16.0% | -21.2% | +37.2% | +15.6% |
| 6M | +16.6% | -60.3% | +77.0% | +17.2% |
| All | +16.6% | -62.7% | +79.3% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling