+52.5%
DAL vs WOLF
+18.5%
+34.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +16.8% | -14.7% | +0.8% |
| 7D | +8.8% | +8.2% | +0.6% | +8.0% |
| 30D | +5.4% | -24.2% | +29.6% | +7.2% |
| 3M | -4.9% | -13.8% | +8.8% | -4.6% |
| 6M | +19.8% | -44.8% | +64.6% | +20.7% |
| YTD | +27.0% | +36.6% | -9.7% | +14.5% |
| 1Y | +52.5% | +27.6% | +24.9% | +36.1% |
| All | +52.5% | +18.5% | +34.0% | +36.1% |
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