-14.2%
BURL vs WOLF
+29.9%
-44.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.3% | +2.8% | -3.4% |
| 7D | -1.6% | +4.4% | -6.0% | -1.6% |
| 30D | -7.7% | +1.0% | -8.8% | -7.8% |
| 3M | -31.7% | -21.2% | -10.5% | -31.5% |
| 6M | -15.2% | -60.3% | +45.2% | -14.5% |
| YTD | -15.9% | +42.6% | -58.5% | -17.2% |
| 1Y | -14.2% | +36.5% | -50.7% | -15.7% |
| All | -14.2% | +29.9% | -44.1% | -15.7% |
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 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