+59.1%
DAL vs WOLF
+40.4%
+18.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +10.7% | +17.0% | -6.3% | +9.2% |
| 30D | +12.5% | -14.3% | +26.8% | +13.3% |
| 3M | +3.6% | -10.5% | +14.1% | +3.7% |
| 6M | +26.7% | -43.7% | +70.4% | +27.5% |
| YTD | +34.3% | +50.7% | -16.4% | +19.8% |
| 1Y | +59.1% | +46.7% | +12.4% | +39.4% |
| All | +59.1% | +40.4% | +18.7% | +39.4% |
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