-28.2%
BRO vs WOLF
+44.0%
-72.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | 0.0% |
| 7D | -7.3% | -8.6% | +1.2% | -7.8% |
| 30D | -6.9% | -18.3% | +11.4% | -7.6% |
| 3M | +10.7% | -43.1% | +53.7% | +9.5% |
| 6M | -2.7% | +42.4% | -45.1% | -2.5% |
| YTD | -16.3% | +48.9% | -65.2% | -16.1% |
| All | -28.2% | +44.0% | -72.2% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling