-15.0%
DECK vs WOLF
+13.1%
-28.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.7% | +9.1% | -1.3% |
| 7D | +6.0% | -18.4% | +24.4% | +6.4% |
| 30D | +7.4% | -36.0% | +43.5% | +8.2% |
| 3M | -11.7% | -19.2% | +7.5% | -11.6% |
| 6M | -11.0% | -44.4% | +33.5% | -10.5% |
| YTD | -15.4% | +16.9% | -32.3% | -16.8% |
| 1Y | +7.2% | +0.5% | +6.7% | +6.0% |
| All | -15.0% | +13.1% | -28.2% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling