+33.2%
CHD vs WOLF
+37.9%
-4.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.8% | +1.3% |
| 7D | +3.6% | +4.4% | -0.7% | +3.8% |
| 30D | +10.4% | +1.0% | +9.4% | +10.7% |
| 3M | +12.2% | -21.2% | +33.4% | +12.1% |
| 6M | +19.9% | -60.3% | +80.3% | +19.6% |
| YTD | +36.4% | +42.6% | -6.2% | +34.7% |
| 1Y | +35.1% | +36.5% | -1.4% | +33.2% |
| All | +33.2% | +37.9% | -4.7% | +31.4% |
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