+45.3%
COP vs WOLF
+60.4%
-15.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.7% |
| 7D | -0.8% | +9.8% | -10.6% | -0.4% |
| 30D | +15.6% | -12.1% | +27.7% | +15.1% |
| 3M | +14.3% | -47.9% | +62.2% | +12.4% |
| 6M | +17.0% | +74.3% | -57.3% | +20.1% |
| YTD | +47.4% | +65.9% | -18.4% | +51.2% |
| All | +45.3% | +60.4% | -15.1% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling