-18.9%
EXE vs WOLF
-3.0%
-15.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -2.9% |
| 7D | -4.7% | -14.5% | +9.8% | -4.7% |
| 30D | +1.0% | -32.0% | +33.0% | +0.8% |
| 3M | -5.6% | -15.8% | +10.2% | -5.9% |
| 6M | -12.3% | -36.6% | +24.3% | -12.1% |
| YTD | -19.5% | +30.9% | -50.4% | -20.3% |
| 1Y | -18.9% | +4.1% | -22.9% | -19.1% |
| All | -18.9% | -3.0% | -15.9% | -19.1% |
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