-9.0%
ELF vs WOLF
+45.1%
-54.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.8% | -7.0% | +1.5% |
| 7D | +7.8% | +25.3% | -17.4% | +4.5% |
| 30D | +9.3% | -14.7% | +23.9% | +10.6% |
| 3M | +21.2% | -20.5% | +41.7% | +22.7% |
| 6M | +96.1% | -43.9% | +140.1% | +96.5% |
| YTD | +57.0% | +50.0% | +6.9% | +22.4% |
| 1Y | +61.9% | +45.5% | +16.3% | +25.7% |
| All | -9.0% | +45.1% | -54.1% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling