+25.7%
DLTR vs WOLF
+51.6%
-25.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +1.0% | -4.5% |
| 7D | -10.2% | +2.4% | -12.6% | -10.3% |
| 30D | -8.5% | -6.9% | -1.6% | -8.4% |
| 3M | +5.6% | -44.1% | +49.6% | +6.5% |
| 6M | +2.2% | +53.6% | -51.4% | -2.6% |
| YTD | -3.8% | +56.7% | -60.4% | -8.8% |
| All | +25.7% | +51.6% | -25.9% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling