-31.4%
BIDU vs WOLF
+60.4%
-91.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.9% | -8.8% | -7.1% |
| 7D | -2.4% | +9.8% | -12.2% | -3.2% |
| 30D | -15.6% | -12.1% | -3.5% | -14.8% |
| 3M | -22.3% | -47.9% | +25.6% | -18.9% |
| 6M | -22.3% | +74.3% | -96.6% | -25.8% |
| YTD | -29.2% | +65.9% | -95.0% | -32.4% |
| All | -31.4% | +60.4% | -91.8% | -33.2% |
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