+17.0%
EME vs WOLF
+39.8%
-22.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.7% | +6.9% | +0.5% |
| 7D | +0.9% | -6.2% | +7.2% | +2.0% |
| 30D | -8.4% | -16.5% | +8.1% | -5.9% |
| 3M | -3.6% | -42.0% | +38.4% | +1.5% |
| 6M | +3.6% | +51.8% | -48.3% | -10.4% |
| YTD | +22.5% | +44.6% | -22.1% | +5.4% |
| All | +17.0% | +39.8% | -22.8% | +10.3% |
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