+22.1%
CBOE vs WOLF
+57.5%
-35.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.7% | +0.1% |
| 7D | -3.6% | +9.7% | -13.3% | -3.5% |
| 30D | +5.1% | +12.5% | -7.5% | +5.4% |
| 3M | +4.6% | -57.7% | +62.3% | +5.5% |
| 6M | -0.3% | +37.7% | -37.9% | +0.9% |
| YTD | +19.8% | +62.8% | -43.1% | +22.1% |
| All | +22.1% | +57.5% | -35.4% | +23.1% |
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