+28.0%
EMR vs WOLF
+52.0%
-24.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.3% |
| 7D | +2.7% | +30.2% | -27.6% | -0.1% |
| 30D | +2.1% | -7.2% | +9.3% | +2.2% |
| 3M | +2.3% | -16.4% | +18.6% | +2.8% |
| 6M | +22.5% | -50.7% | +73.1% | +27.0% |
| YTD | +27.2% | +52.3% | -25.1% | +11.8% |
| 1Y | +28.0% | +35.6% | -7.6% | +13.3% |
| All | +28.0% | +52.0% | -24.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling