+46.8%
EAT vs WOLF
+45.7%
+1.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.1% |
| 7D | -5.9% | +17.0% | -22.9% | -6.6% |
| 30D | +0.7% | -14.3% | +15.0% | +1.1% |
| 3M | -14.2% | -10.5% | -3.8% | -14.0% |
| 6M | +40.7% | -43.7% | +84.4% | +41.4% |
| YTD | +36.0% | +50.7% | -14.7% | +24.0% |
| 1Y | +83.1% | +46.7% | +36.4% | +66.4% |
| All | +46.8% | +45.7% | +1.0% | +37.5% |
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