+21.4%
C vs WOLF
+45.1%
-23.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.8% | -7.3% | +2.0% |
| 7D | -0.9% | +25.3% | -26.2% | -2.0% |
| 30D | -5.4% | -14.7% | +9.3% | -5.0% |
| 3M | -9.2% | -20.5% | +11.4% | -8.8% |
| 6M | -1.8% | -43.9% | +42.1% | -1.4% |
| YTD | +6.7% | +50.0% | -43.3% | +2.0% |
| 1Y | +23.5% | +45.5% | -22.0% | +18.0% |
| All | +21.4% | +45.1% | -23.7% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling