+35.8%
ET vs WOLF
+39.8%
-4.0%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.7% | +8.0% | +0.2% |
| 7D | +1.4% | -6.2% | +7.6% | +1.3% |
| 30D | +4.6% | -16.5% | +21.1% | +4.5% |
| 3M | +16.0% | -42.0% | +58.1% | +16.0% |
| 6M | +22.8% | +51.8% | -29.0% | +22.3% |
| YTD | +38.9% | +44.6% | -5.7% | +38.2% |
| All | +35.8% | +39.8% | -4.0% | +35.7% |
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