-98.4%
BIYA vs WOLF
+60.4%
-158.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.5% |
| 7D | +2.7% | +9.8% | -7.0% | +5.3% |
| 30D | -18.7% | -12.1% | -6.6% | -21.2% |
| 3M | -72.0% | -47.9% | -24.1% | -75.2% |
| 6M | -86.4% | +74.3% | -160.7% | -79.8% |
| YTD | -94.2% | +65.9% | -160.0% | -91.3% |
| All | -98.4% | +60.4% | -158.9% | -97.7% |
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