-26.8%
BTDR vs WOLF
+60.4%
-87.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +1.7% |
| 7D | +22.4% | +9.8% | +12.6% | +18.7% |
| 30D | +16.5% | -12.1% | +28.6% | +21.2% |
| 3M | -31.5% | -47.9% | +16.4% | -19.9% |
| 6M | +74.0% | +74.3% | -0.3% | +45.1% |
| YTD | +13.0% | +65.9% | -52.9% | -5.2% |
| All | -26.8% | +60.4% | -87.2% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling