+0.6%
DUK vs WOLF
+39.8%
-39.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.7% | +6.9% | -1.0% |
| 7D | -1.7% | -6.2% | +4.5% | -1.7% |
| 30D | -2.2% | -16.5% | +14.2% | -2.4% |
| 3M | -3.7% | -42.0% | +38.3% | -3.9% |
| 6M | -6.3% | +51.8% | -58.2% | -6.6% |
| YTD | +4.5% | +44.6% | -40.1% | +4.1% |
| All | +0.6% | +39.8% | -39.2% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling