+26.9%
DGX vs WOLF
+60.4%
-33.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -0.3% | +9.8% | -10.1% | -0.2% |
| 30D | -1.2% | -12.1% | +10.9% | -1.3% |
| 3M | +19.9% | -47.9% | +67.8% | +19.8% |
| 6M | +19.2% | +74.3% | -55.1% | +16.1% |
| YTD | +37.5% | +65.9% | -28.4% | +34.0% |
| All | +26.9% | +60.4% | -33.5% | +22.5% |
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