-2.7%
BURL vs WOLF
+13.1%
-15.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.7% | +7.7% | -2.7% |
| 7D | +3.5% | -18.4% | +21.9% | +3.9% |
| 30D | -9.3% | -36.0% | +26.8% | -8.5% |
| 3M | -32.1% | -19.2% | -12.9% | -31.9% |
| 6M | -19.8% | -44.4% | +24.6% | -19.8% |
| YTD | -13.2% | +16.9% | -30.1% | -15.6% |
| 1Y | -7.8% | +0.5% | -8.4% | -10.1% |
| All | -2.7% | +13.1% | -15.8% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling