+28.6%
CAPR vs WOLF
+37.9%
-9.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.3% | -0.6% | -6.0% |
| 7D | +5.9% | +4.4% | +1.5% | +5.6% |
| 30D | +44.6% | +1.0% | +43.6% | +44.2% |
| 3M | +126.4% | -21.2% | +147.6% | +131.9% |
| 6M | -68.6% | -60.3% | -8.2% | -64.8% |
| YTD | -67.0% | +42.6% | -109.6% | -73.0% |
| 1Y | +65.2% | +36.5% | +28.7% | +45.3% |
| All | +28.6% | +37.9% | -9.3% | +20.3% |
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