+23.5%
CVS vs WOLF
+47.3%
-23.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.3% |
| 7D | +10.4% | +30.2% | -19.8% | +10.3% |
| 30D | +3.3% | -7.2% | +10.5% | +3.2% |
| 3M | -4.5% | -16.4% | +11.9% | -4.6% |
| 6M | -4.4% | -50.7% | +46.3% | -4.3% |
| YTD | +16.6% | +52.3% | -35.7% | +14.8% |
| 1Y | +15.3% | +35.6% | -20.3% | +13.6% |
| All | +23.5% | +47.3% | -23.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling