+51.3%
BMY vs WOLF
+39.8%
+11.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.7% | +6.7% | -1.1% |
| 7D | -6.4% | -6.2% | -0.2% | -6.4% |
| 30D | +0.2% | -16.5% | +16.7% | +0.1% |
| 3M | +16.0% | -42.0% | +58.0% | +15.1% |
| 6M | +8.3% | +51.8% | -43.5% | +7.5% |
| YTD | +22.2% | +44.6% | -22.4% | +21.5% |
| All | +51.3% | +39.8% | +11.5% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling