-28.0%
BRO vs WOLF
+39.8%
-67.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.7% | +7.4% | -0.7% |
| 7D | -8.6% | -6.2% | -2.4% | -8.9% |
| 30D | -6.9% | -16.5% | +9.6% | -7.6% |
| 3M | +10.5% | -42.0% | +52.5% | +9.2% |
| 6M | -2.8% | +51.8% | -54.6% | -2.6% |
| YTD | -16.1% | +44.6% | -60.7% | -16.1% |
| All | -28.0% | +39.8% | -67.8% | -28.0% |
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