-56.7%
DOCS vs WOLF
+32.2%
-88.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +16.8% | -18.9% | -2.3% |
| 7D | -0.8% | +8.2% | -9.0% | -0.9% |
| 30D | +17.4% | -24.2% | +41.6% | +17.8% |
| 3M | +57.4% | -13.8% | +71.1% | +57.4% |
| 6M | +26.5% | -44.8% | +71.3% | +21.5% |
| YTD | -26.6% | +36.6% | -63.2% | -34.1% |
| 1Y | -48.1% | +27.6% | -75.6% | -53.1% |
| All | -56.7% | +32.2% | -88.9% | -60.9% |
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