+9.2%
EQX vs WOLF
-3.0%
+12.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.7% | +11.1% | +12.6% |
| 7D | +7.6% | -14.5% | +22.1% | +10.1% |
| 30D | +0.4% | -32.0% | +32.5% | +5.8% |
| 3M | +18.0% | -15.8% | +33.8% | +18.9% |
| 6M | -18.4% | -36.6% | +18.2% | -17.0% |
| YTD | -19.3% | +30.9% | -50.2% | -28.8% |
| 1Y | +9.2% | +4.1% | +5.2% | -2.9% |
| All | +9.2% | -3.0% | +12.2% | -2.9% |
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