+34.6%
EOG vs WOLF
+39.8%
-5.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.7% | +8.0% | +0.1% |
| 7D | +1.0% | -6.2% | +7.2% | +0.9% |
| 30D | +2.8% | -16.5% | +19.3% | +2.4% |
| 3M | +5.9% | -42.0% | +47.9% | +5.0% |
| 6M | +17.1% | +51.8% | -34.7% | +15.1% |
| YTD | +43.9% | +44.6% | -0.6% | +41.1% |
| All | +34.6% | +39.8% | -5.2% | +32.1% |
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