+31.9%
EEM vs WOLF
+60.4%
-28.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +3.1% | +9.8% | -6.7% | +2.1% |
| 30D | +4.9% | -12.1% | +17.0% | +5.9% |
| 3M | +5.2% | -47.9% | +53.1% | +9.8% |
| 6M | +20.7% | +74.3% | -53.6% | +13.7% |
| YTD | +26.5% | +65.9% | -39.4% | +19.0% |
| All | +31.9% | +60.4% | -28.5% | +24.9% |
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 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