+153.1%
BTSG vs WOLF
+37.9%
+115.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.3% |
| 7D | +6.0% | +4.4% | +1.7% | +5.5% |
| 30D | +12.4% | +1.0% | +11.4% | +11.6% |
| 3M | +18.2% | -21.2% | +39.4% | +19.6% |
| 6M | +26.0% | -60.3% | +86.4% | +33.1% |
| YTD | +90.1% | +42.6% | +47.5% | +66.8% |
| 1Y | +124.3% | +36.5% | +87.8% | +96.5% |
| All | +153.1% | +37.9% | +115.2% | +126.7% |
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