-9.2%
DT vs WOLF
+37.9%
-47.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | -0.3% |
| 7D | +3.1% | +4.4% | -1.2% | +3.2% |
| 30D | -29.5% | +1.0% | -30.6% | -29.4% |
| 3M | -11.7% | -21.2% | +9.5% | -11.9% |
| 6M | +29.0% | -60.3% | +89.3% | +28.4% |
| YTD | +3.4% | +42.6% | -39.3% | +2.7% |
| 1Y | -4.2% | +36.5% | -40.7% | -5.0% |
| All | -9.2% | +37.9% | -47.1% | -9.0% |
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