+62.4%
EWY vs WOLF
-3.0%
+65.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.3% |
| 7D | -8.3% | -14.5% | +6.1% | -4.8% |
| 30D | -20.5% | -32.0% | +11.5% | -13.0% |
| 3M | -11.1% | -15.8% | +4.7% | -9.1% |
| 6M | -7.0% | -36.6% | +29.6% | +0.8% |
| YTD | +56.5% | +30.9% | +25.6% | +45.4% |
| 1Y | +62.4% | +4.1% | +58.4% | +52.5% |
| All | +62.4% | -3.0% | +65.4% | +52.5% |
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 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