+15.7%
EL vs WOLF
+60.4%
-44.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | +1.7% | +9.8% | -8.1% | +1.1% |
| 30D | +15.5% | -12.1% | +27.6% | +16.1% |
| 3M | +20.6% | -47.9% | +68.4% | +24.7% |
| 6M | +10.5% | +74.3% | -63.8% | -4.5% |
| YTD | -1.9% | +65.9% | -67.8% | -15.4% |
| All | +15.7% | +60.4% | -44.7% | +0.4% |
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