-9.7%
ELF vs WOLF
+53.8%
-63.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.8% |
| 7D | +4.3% | +21.5% | -17.2% | +1.4% |
| 30D | +7.7% | -1.2% | +9.0% | +7.1% |
| 3M | +24.7% | -8.2% | +32.9% | +24.0% |
| 6M | +114.6% | -45.0% | +159.6% | +116.5% |
| YTD | +55.8% | +59.0% | -3.2% | +20.5% |
| 1Y | +51.9% | +59.1% | -7.2% | +16.2% |
| All | -9.7% | +53.8% | -63.5% | -28.1% |
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