-12.7%
BROS vs WOLF
+60.4%
-73.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -0.9% | +9.8% | -10.7% | -1.5% |
| 30D | -13.5% | -12.1% | -1.3% | -12.9% |
| 3M | -18.4% | -47.9% | +29.5% | -14.8% |
| 6M | -10.6% | +74.3% | -84.9% | -25.8% |
| YTD | -25.1% | +65.9% | -90.9% | -37.6% |
| All | -12.7% | +60.4% | -73.2% | -25.7% |
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 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