-10.4%
BURL vs WOLF
+53.6%
-64.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.8% |
| 7D | -0.8% | +21.5% | -22.3% | -1.2% |
| 30D | -4.4% | -1.2% | -3.2% | -4.5% |
| 3M | -28.6% | -8.2% | -20.4% | -28.6% |
| 6M | -12.3% | -45.0% | +32.7% | -12.1% |
| YTD | -11.3% | +59.0% | -70.3% | -13.3% |
| 1Y | -10.4% | +59.1% | -69.5% | -10.3% |
| All | -10.4% | +53.6% | -64.0% | -10.3% |
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