+17.4%
D vs WOLF
+32.2%
-14.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +16.8% | -18.3% | -1.3% |
| 7D | +3.0% | +8.2% | -5.3% | +3.1% |
| 30D | +11.5% | -24.2% | +35.7% | +11.5% |
| 3M | +3.7% | -13.8% | +17.5% | +3.8% |
| 6M | +13.5% | -44.8% | +58.3% | +13.7% |
| YTD | +20.7% | +36.6% | -15.9% | +21.1% |
| 1Y | +18.2% | +27.6% | -9.3% | +18.4% |
| All | +17.4% | +32.2% | -14.7% | +17.0% |
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