+276.7%
BE vs WOLF
+60.4%
+216.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.8% | +8.9% |
| 7D | +29.8% | +9.8% | +20.0% | +25.6% |
| 30D | +26.4% | -12.1% | +38.5% | +31.8% |
| 3M | +9.3% | -47.9% | +57.2% | +30.7% |
| 6M | +105.1% | +74.3% | +30.8% | +58.5% |
| YTD | +219.0% | +65.9% | +153.2% | +151.2% |
| All | +276.7% | +60.4% | +216.2% | +211.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling