-98.4%
BIYA vs WOLF
+51.6%
-150.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -1.9% |
| 7D | +2.7% | +2.4% | +0.4% | +3.5% |
| 30D | -16.7% | -6.9% | -9.8% | -17.9% |
| 3M | -74.6% | -44.1% | -30.6% | -77.0% |
| 6M | -85.4% | +53.6% | -139.0% | -79.0% |
| YTD | -94.2% | +56.7% | -150.9% | -91.4% |
| All | -98.4% | +51.6% | -150.0% | -97.8% |
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 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