+34.7%
EW vs WOLF
+45.7%
-11.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +9.3% | +17.0% | -7.7% | +8.7% |
| 30D | +22.1% | -14.3% | +36.4% | +22.3% |
| 3M | +13.0% | -10.5% | +23.5% | +12.9% |
| 6M | +30.1% | -43.7% | +73.8% | +30.3% |
| YTD | +22.0% | +50.7% | -28.7% | +14.1% |
| 1Y | +23.7% | +46.7% | -23.0% | +15.6% |
| All | +34.7% | +45.7% | -11.0% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling