-13.5%
ELF vs WOLF
+47.3%
-60.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | +0.1% | -3.6% |
| 7D | +3.4% | +30.2% | -26.9% | -0.3% |
| 30D | +5.0% | -7.2% | +12.2% | +5.2% |
| 3M | +22.6% | -16.4% | +39.0% | +23.4% |
| 6M | +104.0% | -50.7% | +154.6% | +109.3% |
| YTD | +49.3% | +52.3% | -3.0% | +16.2% |
| 1Y | +46.0% | +35.6% | +10.4% | +15.7% |
| All | -13.5% | +47.3% | -60.7% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling