+25.2%
ET vs WOLF
+29.9%
-4.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | -0.1% |
| 7D | +2.5% | +4.4% | -1.8% | +2.5% |
| 30D | -2.5% | +1.0% | -3.5% | -2.5% |
| 3M | -4.9% | -21.2% | +16.3% | -5.0% |
| 6M | -0.1% | -60.3% | +60.3% | +0.1% |
| YTD | +26.2% | +42.6% | -16.4% | +26.4% |
| 1Y | +25.2% | +36.5% | -11.3% | +25.4% |
| All | +25.2% | +29.9% | -4.7% | +25.4% |
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