-5.7%
DT vs WOLF
-3.0%
-2.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | -25.5% | -14.5% | -11.1% | -25.6% |
| 30D | -22.3% | -32.0% | +9.7% | -22.8% |
| 3M | +2.3% | -15.8% | +18.1% | +2.2% |
| 6M | +20.7% | -36.6% | +57.3% | +19.7% |
| YTD | +7.9% | +30.9% | -23.0% | +6.8% |
| 1Y | -5.7% | +4.1% | -9.8% | -6.4% |
| All | -5.7% | -3.0% | -2.7% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling