-49.3%
BLDR vs WOLF
+37.9%
-87.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.3% | +1.2% |
| 7D | -3.0% | +4.4% | -7.3% | -3.2% |
| 30D | +20.1% | +1.0% | +19.1% | +19.7% |
| 3M | -17.5% | -21.2% | +3.7% | -17.0% |
| 6M | -16.1% | -60.3% | +44.2% | -13.3% |
| YTD | -41.0% | +42.6% | -83.6% | -45.0% |
| 1Y | -41.6% | +36.5% | -78.1% | -45.7% |
| All | -49.3% | +37.9% | -87.2% | -51.9% |
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