+143.3%
DELL vs WOLF
-3.0%
+146.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -9.1% |
| 7D | -24.6% | -14.5% | -10.1% | -22.5% |
| 30D | -32.5% | -32.0% | -0.5% | -28.2% |
| 3M | -20.2% | -15.8% | -4.4% | -18.5% |
| 6M | +76.5% | -36.6% | +113.1% | +73.1% |
| YTD | +198.9% | +30.9% | +168.0% | +148.3% |
| 1Y | +143.3% | +4.1% | +139.3% | +107.4% |
| All | +143.3% | -3.0% | +146.4% | +107.4% |
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 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