-1.0%
COR vs WOLF
+29.9%
-30.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.3% | +9.1% | +2.5% |
| 7D | +7.6% | +4.4% | +3.3% | +7.9% |
| 30D | +6.8% | +1.0% | +5.8% | +7.1% |
| 3M | +16.0% | -21.2% | +37.2% | +15.2% |
| 6M | +41.0% | -60.3% | +101.4% | +37.9% |
| YTD | +6.9% | +42.6% | -35.7% | +5.7% |
| 1Y | -1.0% | +36.5% | -37.5% | -2.3% |
| All | -1.0% | +29.9% | -30.9% | -2.3% |
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