-17.2%
DASH vs WOLF
-3.0%
-14.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.7% | +8.2% |
| 7D | +17.2% | -14.5% | +31.6% | +18.1% |
| 30D | +3.6% | -32.0% | +35.6% | +5.5% |
| 3M | -1.9% | -15.8% | +13.9% | -1.7% |
| 6M | +15.1% | -36.6% | +51.7% | +11.7% |
| YTD | -12.3% | +30.9% | -43.2% | -23.4% |
| 1Y | -17.2% | +4.1% | -21.3% | -24.6% |
| All | -17.2% | -3.0% | -14.2% | -24.6% |
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