+3.2%
DIS vs WOLF
+32.2%
-29.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.8% | -17.2% | -0.6% |
| 7D | +5.2% | +8.2% | -3.0% | +5.1% |
| 30D | +11.5% | -24.2% | +35.6% | +11.8% |
| 3M | +11.5% | -13.8% | +25.3% | +11.4% |
| 6M | +8.9% | -44.8% | +53.6% | +9.0% |
| YTD | +3.4% | +36.6% | -33.2% | -0.7% |
| 1Y | +7.2% | +27.6% | -20.4% | +3.0% |
| All | +3.2% | +32.2% | -29.0% | -1.5% |
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 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