+18.5%
C vs WOLF
+32.2%
-13.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.8% | -16.3% | -0.3% |
| 7D | -2.4% | +8.2% | -10.6% | -2.8% |
| 30D | -6.0% | -24.2% | +18.2% | -5.1% |
| 3M | -10.5% | -13.8% | +3.2% | -10.5% |
| 6M | -5.7% | -44.8% | +39.1% | -5.1% |
| YTD | +4.1% | +36.6% | -32.5% | 0.0% |
| 1Y | +20.5% | +27.6% | -7.1% | +15.6% |
| All | +18.5% | +32.2% | -13.7% | +12.7% |
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 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