+21.5%
CAPR vs WOLF
+32.2%
-10.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +16.8% | -12.2% | +2.4% |
| 7D | +41.1% | +8.2% | +32.8% | +39.4% |
| 30D | +11.1% | -24.2% | +35.3% | +14.3% |
| 3M | +115.3% | -13.8% | +129.1% | +118.0% |
| 6M | -73.8% | -44.8% | -29.0% | -72.4% |
| YTD | -68.8% | +36.6% | -105.5% | -74.5% |
| 1Y | +43.3% | +27.6% | +15.8% | +26.7% |
| All | +21.5% | +32.2% | -10.7% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling