+132.9%
EWY vs WOLF
+39.8%
+93.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.7% | +3.5% | -2.6% |
| 7D | +1.2% | -6.2% | +7.5% | +2.5% |
| 30D | +9.3% | -16.5% | +25.8% | +13.0% |
| 3M | +2.4% | -42.0% | +44.5% | +11.4% |
| 6M | +40.3% | +51.8% | -11.5% | +34.4% |
| YTD | +88.0% | +44.6% | +43.4% | +80.1% |
| All | +132.9% | +39.8% | +93.1% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling