+23.4%
C vs WOLF
+37.9%
-14.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.3% |
| 7D | +4.2% | +4.4% | -0.2% | +3.9% |
| 30D | +2.0% | +1.0% | +1.0% | +1.7% |
| 3M | -10.1% | -21.2% | +11.1% | -9.7% |
| 6M | +1.0% | -60.3% | +61.3% | +2.8% |
| YTD | +8.5% | +42.6% | -34.1% | +3.9% |
| 1Y | +25.7% | +36.5% | -10.8% | +20.4% |
| All | +23.4% | +37.9% | -14.5% | +17.1% |
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 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