-85.1%
BIYA vs WOLF
-46.2%
-39.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.7% |
| 7D | +10.0% | +30.2% | -20.2% | +9.5% |
| 30D | -17.7% | -7.2% | -10.5% | -17.8% |
| 3M | -55.0% | -16.4% | -38.6% | -54.9% |
| 6M | -85.1% | -50.7% | -34.5% | -83.1% |
| All | -85.1% | -46.2% | -39.0% | -83.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling