-99.2%
BIYA vs WOLF
+53.8%
-152.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +4.6% |
| 7D | +2.5% | +21.5% | -18.9% | +7.1% |
| 30D | -22.3% | -1.2% | -21.0% | -22.4% |
| 3M | -54.8% | -8.2% | -46.7% | -55.2% |
| 6M | -86.5% | -45.0% | -41.5% | -87.0% |
| YTD | -96.8% | +59.0% | -155.8% | -95.3% |
| 1Y | -98.6% | +59.1% | -157.7% | -97.9% |
| All | -99.2% | +53.8% | -152.9% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling