+283.2%
DELL vs WOLF
+39.8%
+243.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.7% | +2.4% | -4.2% |
| 7D | -1.9% | -6.2% | +4.3% | -1.0% |
| 30D | +14.9% | -16.5% | +31.4% | +17.7% |
| 3M | +37.2% | -42.0% | +79.2% | +43.3% |
| 6M | +254.0% | +51.8% | +202.2% | +200.5% |
| YTD | +306.1% | +44.6% | +261.6% | +243.0% |
| All | +283.2% | +39.8% | +243.3% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling