+4.3%
DT vs WOLF
+39.8%
-35.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.7% | +9.4% | +1.5% |
| 7D | -2.5% | -6.2% | +3.7% | -2.6% |
| 30D | +3.5% | -16.5% | +20.0% | +3.2% |
| 3M | +26.7% | -42.0% | +68.7% | +26.0% |
| 6M | +36.1% | +51.8% | -15.7% | +35.2% |
| YTD | +18.6% | +44.6% | -25.9% | +17.6% |
| All | +4.3% | +39.8% | -35.6% | +4.3% |
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