+32.9%
CAPR vs WOLF
+45.1%
-12.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.8% | -0.3% | +8.1% |
| 7D | +36.0% | +25.3% | +10.8% | +32.1% |
| 30D | +25.8% | -14.7% | +40.5% | +27.5% |
| 3M | +140.8% | -20.5% | +161.4% | +145.3% |
| 6M | -67.6% | -43.9% | -23.6% | -65.7% |
| YTD | -65.9% | +50.0% | -115.9% | -72.4% |
| 1Y | +66.1% | +45.5% | +20.6% | +44.6% |
| All | +32.9% | +45.1% | -12.2% | +23.2% |
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