+2.9%
BURL vs WOLF
+57.5%
-54.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +2.5% |
| 7D | -2.8% | +9.7% | -12.5% | -2.9% |
| 30D | -28.2% | +12.5% | -40.7% | -28.4% |
| 3M | -17.6% | -57.7% | +40.1% | -16.3% |
| 6M | -11.8% | +37.7% | -49.5% | -14.7% |
| YTD | -8.1% | +62.8% | -71.0% | -11.2% |
| All | +2.9% | +57.5% | -54.6% | +0.8% |
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