+62.1%
DAL vs WOLF
-3.0%
+65.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +7.0% |
| 7D | +11.1% | -14.5% | +25.5% | +12.2% |
| 30D | +7.7% | -32.0% | +39.7% | +10.4% |
| 3M | -3.5% | -15.8% | +12.2% | -3.0% |
| 6M | +31.3% | -36.6% | +67.9% | +30.8% |
| YTD | +30.0% | +30.9% | -0.9% | +19.2% |
| 1Y | +62.1% | +4.1% | +58.0% | +50.3% |
| All | +62.1% | -3.0% | +65.1% | +50.3% |
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 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