+60.7%
COP vs WOLF
-3.0%
+63.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.8% | -5.1% |
| 7D | -8.1% | -14.5% | +6.3% | -8.9% |
| 30D | +6.7% | -32.0% | +38.7% | +4.7% |
| 3M | +16.9% | -15.8% | +32.7% | +16.5% |
| 6M | +11.2% | -36.6% | +47.8% | +11.3% |
| YTD | +49.5% | +30.9% | +18.6% | +53.7% |
| 1Y | +60.7% | +4.1% | +56.6% | +63.5% |
| All | +60.7% | -3.0% | +63.7% | +63.5% |
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