-65.3%
EOSE vs WOLF
+57.5%
-122.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.2% | +8.8% |
| 7D | +19.0% | +9.7% | +9.3% | +15.2% |
| 30D | +1.6% | +12.5% | -11.0% | -4.3% |
| 3M | -52.0% | -57.7% | +5.7% | -38.3% |
| 6M | -42.5% | +37.7% | -80.2% | -51.2% |
| YTD | -66.1% | +62.8% | -129.0% | -72.1% |
| All | -65.3% | +57.5% | -122.8% | -70.5% |
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