+25.1%
BBY vs WOLF
+44.0%
-18.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +3.1% |
| 7D | +0.6% | -8.6% | +9.2% | +0.6% |
| 30D | +9.4% | -18.3% | +27.7% | +9.5% |
| 3M | +19.3% | -43.1% | +62.4% | +20.0% |
| 6M | +47.9% | +42.4% | +5.5% | +41.6% |
| YTD | +39.6% | +48.9% | -9.3% | +32.4% |
| All | +25.1% | +44.0% | -18.9% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling