-19.6%
BKNG vs WOLF
+39.8%
-59.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.7% | +8.3% | +0.4% |
| 7D | -10.7% | -6.2% | -4.4% | -10.7% |
| 30D | -18.1% | -16.5% | -1.6% | -18.2% |
| 3M | +8.5% | -42.0% | +50.6% | +8.6% |
| 6M | -0.1% | +51.8% | -51.9% | -2.3% |
| YTD | -18.2% | +44.6% | -62.8% | -20.4% |
| All | -19.6% | +39.8% | -59.4% | -21.9% |
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