-15.4%
EXE vs WOLF
+47.3%
-62.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.3% |
| 7D | +3.6% | +30.2% | -26.7% | +3.9% |
| 30D | -4.3% | -7.2% | +2.9% | -4.4% |
| 3M | -7.7% | -16.4% | +8.7% | -7.8% |
| 6M | -7.2% | -50.7% | +43.4% | -7.3% |
| YTD | -18.5% | +52.3% | -70.8% | -16.9% |
| 1Y | -24.4% | +35.6% | -60.0% | -23.0% |
| All | -15.4% | +47.3% | -62.7% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling