+47.5%
COP vs WOLF
+39.8%
+7.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.7% | +8.1% | 0.0% |
| 7D | +1.0% | -6.2% | +7.2% | +0.7% |
| 30D | +9.6% | -16.5% | +26.0% | +8.8% |
| 3M | +15.0% | -42.0% | +57.1% | +13.2% |
| 6M | +21.8% | +51.8% | -30.1% | +24.2% |
| YTD | +49.6% | +44.6% | +5.0% | +52.5% |
| All | +47.5% | +39.8% | +7.6% | +50.5% |
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