+31.3%
COMP vs WOLF
+45.1%
-13.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.8% | -4.1% | +4.8% |
| 7D | +14.5% | +25.3% | -10.7% | +12.4% |
| 30D | +14.9% | -14.7% | +29.6% | +15.5% |
| 3M | -14.2% | -20.5% | +6.3% | -13.7% |
| 6M | +23.7% | -43.9% | +67.7% | +24.6% |
| YTD | +2.1% | +50.0% | -47.9% | -1.5% |
| 1Y | +26.2% | +45.5% | -19.3% | +22.1% |
| All | +31.3% | +45.1% | -13.8% | +26.7% |
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