+35.7%
EW vs WOLF
+45.1%
-9.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.8% | -7.3% | +2.2% |
| 7D | +12.3% | +25.3% | -13.0% | +11.4% |
| 30D | +22.9% | -14.7% | +37.6% | +23.2% |
| 3M | +16.7% | -20.5% | +37.2% | +17.0% |
| 6M | +31.0% | -43.9% | +74.9% | +31.2% |
| YTD | +22.8% | +50.0% | -27.2% | +14.9% |
| 1Y | +25.6% | +45.5% | -19.9% | +17.3% |
| All | +35.7% | +45.1% | -9.5% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling