+13.7%
DOC vs WOLF
+13.1%
+0.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.7% | +10.4% | -0.1% |
| 7D | +6.2% | -18.4% | +24.6% | +6.6% |
| 30D | +6.5% | -36.0% | +42.5% | +7.4% |
| 3M | -6.2% | -19.2% | +12.9% | -6.2% |
| 6M | +25.6% | -44.4% | +70.0% | +24.7% |
| YTD | +32.1% | +16.9% | +15.1% | +28.5% |
| 1Y | +20.3% | +0.5% | +19.7% | +16.8% |
| All | +13.7% | +13.1% | +0.6% | +10.8% |
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