+34.5%
BBY vs WOLF
-3.0%
+37.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +8.0% |
| 7D | +4.5% | -14.5% | +19.0% | +4.5% |
| 30D | +16.0% | -32.0% | +48.0% | +15.9% |
| 3M | +18.6% | -15.8% | +34.4% | +18.7% |
| 6M | +80.1% | -36.6% | +116.6% | +77.5% |
| YTD | +57.4% | +30.9% | +26.5% | +48.6% |
| 1Y | +34.5% | +4.1% | +30.4% | +27.9% |
| All | +34.5% | -3.0% | +37.5% | +27.9% |
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