-53.7%
BSX vs WOLF
+51.6%
-105.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.1% |
| 7D | -7.0% | +2.4% | -9.4% | -7.1% |
| 30D | -10.9% | -6.9% | -4.0% | -10.8% |
| 3M | -8.2% | -44.1% | +35.9% | -7.3% |
| 6M | -37.5% | +53.6% | -91.1% | -38.6% |
| YTD | -52.8% | +56.7% | -109.5% | -53.8% |
| All | -53.7% | +51.6% | -105.2% | -54.6% |
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 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