+10.9%
EIX vs WOLF
+40.4%
-29.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +1.0% | +17.0% | -16.0% | +1.1% |
| 30D | +8.9% | -14.3% | +23.2% | +8.9% |
| 3M | -9.8% | -10.5% | +0.7% | -9.7% |
| 6M | -10.2% | -43.7% | +33.5% | -10.1% |
| YTD | +5.9% | +50.7% | -44.7% | +3.4% |
| 1Y | +10.9% | +46.7% | -35.8% | +7.6% |
| All | +10.9% | +40.4% | -29.5% | +7.6% |
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