+23.6%
ET vs WOLF
+47.3%
-23.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | -0.1% |
| 7D | +3.0% | +30.2% | -27.2% | +3.0% |
| 30D | -3.5% | -7.2% | +3.8% | -3.5% |
| 3M | -5.6% | -16.4% | +10.8% | -5.7% |
| 6M | +0.5% | -50.7% | +51.2% | +0.8% |
| YTD | +26.3% | +52.3% | -25.9% | +25.7% |
| 1Y | +25.7% | +35.6% | -9.9% | +25.4% |
| All | +23.6% | +47.3% | -23.7% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling