+31.3%
EMR vs WOLF
+53.8%
-22.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.8% |
| 7D | -2.0% | +21.5% | -23.4% | -3.9% |
| 30D | +2.8% | -1.2% | +4.1% | +2.4% |
| 3M | +2.0% | -8.2% | +10.1% | +1.7% |
| 6M | +20.7% | -45.0% | +65.7% | +23.6% |
| YTD | +27.3% | +59.0% | -31.7% | +14.5% |
| 1Y | +31.0% | +59.1% | -28.1% | +17.4% |
| All | +31.3% | +53.8% | -22.5% | +18.3% |
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 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