+22.9%
CVS vs WOLF
+37.9%
-15.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.5% |
| 7D | +6.6% | +4.4% | +2.2% | +6.5% |
| 30D | -0.4% | +1.0% | -1.5% | -0.5% |
| 3M | -5.3% | -21.2% | +15.9% | -5.3% |
| 6M | -7.7% | -60.3% | +52.6% | -7.2% |
| YTD | +16.0% | +42.6% | -26.6% | +14.3% |
| 1Y | +16.2% | +36.5% | -20.3% | +14.5% |
| All | +22.9% | +37.9% | -15.1% | +24.2% |
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