+34.9%
BP vs WOLF
+45.1%
-10.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.8% | -9.7% | +0.4% |
| 7D | -6.9% | +25.3% | -32.1% | -6.3% |
| 30D | -3.6% | -14.7% | +11.1% | -3.8% |
| 3M | +8.4% | -20.5% | +29.0% | +8.3% |
| 6M | +5.3% | -43.9% | +49.3% | +5.3% |
| YTD | +33.2% | +50.0% | -16.9% | +32.3% |
| 1Y | +28.2% | +45.5% | -17.3% | +27.7% |
| All | +34.9% | +45.1% | -10.2% | +35.4% |
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