+140.5%
EWY vs WOLF
+44.0%
+96.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.3% | +2.6% |
| 7D | -0.1% | -8.6% | +8.5% | +1.7% |
| 30D | +7.3% | -18.3% | +25.6% | +11.4% |
| 3M | -5.1% | -43.1% | +37.9% | +3.2% |
| 6M | +42.1% | +42.4% | -0.4% | +36.3% |
| YTD | +94.1% | +48.9% | +45.2% | +84.9% |
| All | +140.5% | +44.0% | +96.5% | +132.5% |
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