+47.2%
CAPR vs WOLF
-3.0%
+50.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +8.0% |
| 7D | +43.2% | -14.5% | +57.6% | +45.8% |
| 30D | +14.7% | -32.0% | +46.7% | +19.8% |
| 3M | +113.9% | -15.8% | +129.7% | +118.1% |
| 6M | -73.4% | -36.6% | -36.8% | -72.4% |
| YTD | -69.1% | +30.9% | -100.0% | -76.9% |
| 1Y | +47.2% | +4.1% | +43.1% | +34.0% |
| All | +47.2% | -3.0% | +50.2% | +34.0% |
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 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