+25.4%
DLTR vs WOLF
+44.0%
-18.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.5% |
| 7D | -10.1% | -8.6% | -1.5% | -9.9% |
| 30D | -8.1% | -18.3% | +10.1% | -7.8% |
| 3M | +2.9% | -43.1% | +45.9% | +3.7% |
| 6M | +4.3% | +42.4% | -38.1% | -0.4% |
| YTD | -3.9% | +48.9% | -52.8% | -8.9% |
| All | +25.4% | +44.0% | -18.6% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling