-69.4%
BTDR vs WOLF
-3.0%
-66.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.3% |
| 7D | -17.6% | -14.5% | -3.1% | -11.9% |
| 30D | -40.3% | -32.0% | -8.2% | -30.2% |
| 3M | -42.6% | -15.8% | -26.8% | -39.6% |
| 6M | -46.3% | -36.6% | -9.7% | -40.0% |
| YTD | -41.7% | +30.9% | -72.7% | -51.1% |
| 1Y | -69.4% | +4.1% | -73.5% | -72.1% |
| All | -69.4% | -3.0% | -66.4% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling