-13.7%
DECK vs WOLF
+26.6%
-40.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.9% |
| 7D | +10.4% | -14.5% | +24.8% | +10.7% |
| 30D | +11.1% | -32.0% | +43.1% | +11.8% |
| 3M | -10.8% | -15.8% | +5.0% | -10.8% |
| 6M | -8.7% | -36.6% | +27.8% | -8.5% |
| YTD | -14.0% | +30.9% | -44.9% | -15.6% |
| 1Y | +12.0% | +4.1% | +8.0% | +10.8% |
| All | -13.7% | +26.6% | -40.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling