+52.0%
EXPD vs WOLF
+32.2%
+19.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +16.8% | -19.1% | -2.3% |
| 7D | -7.2% | +8.2% | -15.4% | -7.2% |
| 30D | -3.3% | -24.2% | +20.9% | -3.2% |
| 3M | +3.4% | -13.8% | +17.2% | +3.5% |
| 6M | +22.7% | -44.8% | +67.5% | +22.1% |
| YTD | +24.5% | +36.6% | -12.1% | +23.0% |
| 1Y | +38.6% | +27.6% | +11.1% | +36.5% |
| All | +52.0% | +32.2% | +19.8% | +46.9% |
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