-12.7%
DASH vs WOLF
+40.4%
-53.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.8% | +17.0% | -19.8% | -3.5% |
| 30D | -9.3% | -14.3% | +5.0% | -8.9% |
| 3M | -15.1% | -10.5% | -4.6% | -15.1% |
| 6M | +8.7% | -43.7% | +52.4% | +7.9% |
| YTD | -21.3% | +50.7% | -72.0% | -29.1% |
| 1Y | -12.7% | +46.7% | -59.4% | -20.2% |
| All | -12.7% | +40.4% | -53.1% | -20.2% |
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