+12.4%
EW vs WOLF
+39.8%
-27.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.7% | +8.4% | +1.0% |
| 7D | -3.4% | -6.2% | +2.9% | -3.2% |
| 30D | -7.4% | -16.5% | +9.1% | -6.9% |
| 3M | +0.9% | -42.0% | +43.0% | +2.1% |
| 6M | +1.2% | +51.8% | -50.7% | -5.0% |
| YTD | +1.8% | +44.6% | -42.8% | -4.3% |
| All | +12.4% | +39.8% | -27.4% | +5.1% |
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