-3.9%
DOCU vs WOLF
+13.1%
-17.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.7% | +8.7% | -2.5% |
| 7D | -3.2% | -18.4% | +15.2% | -4.1% |
| 30D | +15.7% | -36.0% | +51.7% | +13.3% |
| 3M | +37.3% | -19.2% | +56.5% | +36.8% |
| 6M | +63.1% | -44.4% | +107.5% | +61.5% |
| YTD | +15.4% | +16.9% | -1.6% | +19.2% |
| 1Y | +11.3% | +0.5% | +10.8% | +13.9% |
| All | -3.9% | +13.1% | -17.0% | -1.9% |
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 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