-55.7%
BSX vs WOLF
+44.0%
-99.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.3% |
| 7D | -10.1% | -8.6% | -1.5% | -9.9% |
| 30D | -16.4% | -18.3% | +1.8% | -16.1% |
| 3M | -8.9% | -43.1% | +34.2% | -8.2% |
| 6M | -38.3% | +42.4% | -80.7% | -39.3% |
| YTD | -54.9% | +48.9% | -103.8% | -55.8% |
| All | -55.7% | +44.0% | -99.7% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling