+2.1%
EMB vs WOLF
+53.8%
-51.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | 0.0% |
| 7D | -0.4% | +21.5% | -21.9% | -0.7% |
| 30D | +1.1% | -1.2% | +2.3% | +1.0% |
| 3M | -2.0% | -8.2% | +6.2% | -2.1% |
| 6M | -1.9% | -45.0% | +43.1% | -1.7% |
| YTD | -0.5% | +59.0% | -59.5% | -1.8% |
| 1Y | +0.1% | +59.1% | -59.0% | -1.2% |
| All | +2.1% | +53.8% | -51.7% | +0.9% |
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 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