+23.1%
C vs WOLF
+52.0%
-28.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.1% |
| 7D | +4.7% | +30.2% | -25.5% | +3.1% |
| 30D | +0.2% | -7.2% | +7.4% | +0.2% |
| 3M | -9.3% | -16.4% | +7.1% | -9.1% |
| 6M | -0.8% | -50.7% | +49.8% | +0.3% |
| YTD | +8.5% | +52.3% | -43.8% | +0.4% |
| 1Y | +23.1% | +35.6% | -12.5% | +14.3% |
| All | +23.1% | +52.0% | -28.9% | +14.3% |
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