-32.2%
BIDU vs WOLF
+44.0%
-76.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.6% |
| 7D | -8.1% | -8.6% | +0.5% | -7.4% |
| 30D | -12.8% | -18.3% | +5.4% | -11.3% |
| 3M | -21.3% | -43.1% | +21.8% | -18.4% |
| 6M | -27.0% | +42.4% | -69.4% | -29.4% |
| YTD | -30.0% | +48.9% | -78.9% | -32.6% |
| All | -32.2% | +44.0% | -76.2% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling