-8.5%
DASH vs WOLF
+18.5%
-27.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +16.8% | -17.0% | -0.9% |
| 7D | +0.4% | +8.2% | -7.9% | 0.0% |
| 30D | -6.0% | -24.2% | +18.1% | -5.1% |
| 3M | -15.8% | -13.8% | -2.0% | -15.7% |
| 6M | +7.0% | -44.8% | +51.7% | +5.9% |
| YTD | -20.7% | +36.6% | -57.3% | -27.6% |
| 1Y | -8.5% | +27.6% | -36.1% | -15.6% |
| All | -8.5% | +18.5% | -27.0% | -15.6% |
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