+12.7%
D vs WOLF
+57.5%
-44.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.1% | -0.4% |
| 7D | +1.5% | +9.7% | -8.2% | +1.5% |
| 30D | -2.6% | +12.5% | -15.1% | -2.5% |
| 3M | 0.0% | -57.7% | +57.7% | +0.1% |
| 6M | +7.4% | +37.7% | -30.3% | +7.6% |
| YTD | +15.9% | +62.8% | -47.0% | +16.2% |
| All | +12.7% | +57.5% | -44.8% | +12.3% |
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 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