-14.5%
BROS vs WOLF
+51.6%
-66.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.7% |
| 7D | -6.6% | +2.4% | -9.0% | -6.7% |
| 30D | -12.3% | -6.9% | -5.4% | -12.1% |
| 3M | -22.2% | -44.1% | +21.9% | -19.3% |
| 6M | -14.3% | +53.6% | -67.9% | -27.8% |
| YTD | -26.6% | +56.7% | -83.3% | -38.7% |
| All | -14.5% | +51.6% | -66.0% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling