+49.2%
EAT vs WOLF
+37.9%
+11.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +0.6% |
| 7D | -4.0% | +4.4% | -8.4% | -4.2% |
| 30D | -2.9% | +1.0% | -3.9% | -3.0% |
| 3M | -16.9% | -21.2% | +4.3% | -16.3% |
| 6M | +57.0% | -60.3% | +117.3% | +61.2% |
| YTD | +38.2% | +42.6% | -4.4% | +26.2% |
| 1Y | +69.3% | +36.5% | +32.8% | +54.6% |
| All | +49.2% | +37.9% | +11.2% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling