+19.6%
EMR vs WOLF
+44.0%
-24.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.3% |
| 7D | -0.4% | -8.6% | +8.2% | +0.3% |
| 30D | -6.8% | -18.3% | +11.5% | -5.3% |
| 3M | +7.5% | -43.1% | +50.6% | +11.6% |
| 6M | +9.9% | +42.4% | -32.6% | +0.9% |
| YTD | +16.0% | +48.9% | -32.9% | +5.7% |
| All | +19.6% | +44.0% | -24.4% | +9.2% |
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