-0.2%
BURL vs WOLF
+45.1%
-45.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.8% | -5.6% | +4.0% |
| 7D | +7.7% | +25.3% | -17.6% | +7.2% |
| 30D | -7.1% | -14.7% | +7.5% | -6.9% |
| 3M | -30.3% | -20.5% | -9.8% | -30.2% |
| 6M | -15.5% | -43.9% | +28.4% | -15.3% |
| YTD | -11.0% | +50.0% | -61.0% | -14.0% |
| 1Y | -8.4% | +45.5% | -53.9% | -11.8% |
| All | -0.2% | +45.1% | -45.4% | -2.3% |
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 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