+77.2%
CAPR vs WOLF
+39.8%
+37.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.8% | -0.3% | +8.1% |
| 7D | +36.0% | +25.3% | +10.8% | +32.0% |
| 30D | +25.8% | -14.7% | +40.5% | +27.5% |
| 3M | +140.8% | -20.5% | +161.4% | +145.4% |
| 6M | -67.6% | -43.9% | -23.6% | -65.3% |
| YTD | -65.9% | +50.0% | -115.9% | -74.4% |
| All | +77.2% | +39.8% | +37.3% | +41.6% |
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