+60.6%
DAL vs WOLF
+53.8%
+6.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.4% |
| 7D | +2.3% | +21.5% | -19.1% | +0.7% |
| 30D | +14.3% | -1.2% | +15.6% | +13.9% |
| 3M | +1.3% | -8.2% | +9.5% | +1.1% |
| 6M | +29.3% | -45.0% | +74.3% | +30.7% |
| YTD | +33.0% | +59.0% | -26.0% | +20.5% |
| 1Y | +59.8% | +59.1% | +0.8% | +44.0% |
| All | +60.6% | +53.8% | +6.8% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling