+29.1%
EL vs WOLF
+45.7%
-16.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +7.6% | +17.0% | -9.4% | +6.5% |
| 30D | +15.7% | -14.3% | +30.0% | +16.2% |
| 3M | +30.5% | -10.5% | +41.0% | +30.1% |
| 6M | +32.5% | -43.7% | +76.3% | +31.9% |
| YTD | +9.4% | +50.7% | -41.2% | -5.8% |
| 1Y | +28.4% | +46.7% | -18.3% | +10.1% |
| All | +29.1% | +45.7% | -16.6% | +11.9% |
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