+2.2%
EXC vs WOLF
+57.5%
-55.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -0.9% |
| 7D | +0.3% | +9.7% | -9.4% | +0.5% |
| 30D | -3.7% | +12.5% | -16.3% | -3.2% |
| 3M | -1.3% | -57.7% | +56.4% | -2.2% |
| 6M | -9.7% | +37.7% | -47.4% | -9.1% |
| YTD | +2.9% | +62.8% | -59.9% | +3.7% |
| All | +2.2% | +57.5% | -55.3% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling