+17.0%
D vs WOLF
+45.7%
-28.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.4% | +17.0% | -14.6% | +2.6% |
| 30D | +10.9% | -14.3% | +25.2% | +11.0% |
| 3M | +2.8% | -10.5% | +13.3% | +3.0% |
| 6M | +12.7% | -43.7% | +56.4% | +13.0% |
| YTD | +20.3% | +50.7% | -30.3% | +20.8% |
| 1Y | +17.1% | +46.7% | -29.6% | +17.6% |
| All | +17.0% | +45.7% | -28.7% | +16.8% |
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 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