+52.1%
BMY vs WOLF
+37.9%
+14.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.3% | +8.1% | +1.7% |
| 7D | +2.1% | +4.4% | -2.3% | +2.1% |
| 30D | +7.0% | +1.0% | +6.0% | +7.1% |
| 3M | -0.9% | -21.2% | +20.3% | -0.8% |
| 6M | +14.9% | -60.3% | +75.3% | +14.4% |
| YTD | +22.8% | +42.6% | -19.8% | +22.3% |
| 1Y | +36.2% | +36.5% | -0.3% | +35.6% |
| All | +52.1% | +37.9% | +14.2% | +46.9% |
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