+19.3%
BKR vs WOLF
+39.8%
-20.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.7% | +1.1% | -6.3% |
| 7D | -6.7% | -6.2% | -0.4% | -6.4% |
| 30D | -8.3% | -16.5% | +8.1% | -7.7% |
| 3M | -5.4% | -42.0% | +36.6% | -4.1% |
| 6M | +0.8% | +51.8% | -51.0% | +0.1% |
| YTD | +31.8% | +44.6% | -12.7% | +30.9% |
| All | +19.3% | +39.8% | -20.5% | +18.5% |
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