+32.3%
DXCM vs WOLF
+57.5%
-25.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -2.2% |
| 7D | -3.2% | +9.7% | -12.9% | -3.5% |
| 30D | +6.3% | +12.5% | -6.2% | +5.7% |
| 3M | +21.1% | -57.7% | +78.8% | +24.9% |
| 6M | +20.6% | +37.7% | -17.1% | +9.2% |
| YTD | +32.4% | +62.8% | -30.4% | +18.1% |
| All | +32.3% | +57.5% | -25.2% | +16.9% |
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 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