+51.1%
BMY vs WOLF
+44.0%
+7.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.2% |
| 7D | -4.8% | -8.6% | +3.8% | -4.8% |
| 30D | -0.1% | -18.3% | +18.2% | -0.2% |
| 3M | +13.1% | -43.1% | +56.2% | +12.4% |
| 6M | +8.4% | +42.4% | -34.0% | +7.5% |
| YTD | +22.0% | +48.9% | -26.9% | +21.3% |
| All | +51.1% | +44.0% | +7.1% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling