+26.2%
BDX vs WOLF
+60.4%
-34.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -4.9% | -3.1% |
| 7D | -4.3% | +9.8% | -14.1% | -4.3% |
| 30D | +1.3% | -12.1% | +13.4% | +1.3% |
| 3M | +20.2% | -47.9% | +68.1% | +21.5% |
| 6M | +8.6% | +74.3% | -65.7% | +4.4% |
| YTD | +19.0% | +65.9% | -46.9% | +14.2% |
| All | +26.2% | +60.4% | -34.3% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling