+15.9%
D vs WOLF
+29.9%
-14.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.6% | +0.2% |
| 7D | -1.4% | +4.4% | -5.7% | -1.3% |
| 30D | +7.7% | +1.0% | +6.7% | +7.8% |
| 3M | -0.3% | -21.2% | +20.9% | -0.2% |
| 6M | +10.1% | -60.3% | +70.4% | +10.7% |
| YTD | +19.1% | +42.6% | -23.5% | +17.4% |
| 1Y | +15.9% | +36.5% | -20.6% | +14.1% |
| All | +15.9% | +29.9% | -14.0% | +14.1% |
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