-1.4%
EXPE vs WOLF
+53.6%
-55.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.2% | +2.5% |
| 7D | -17.8% | +21.5% | -39.2% | -17.2% |
| 30D | -3.2% | -1.2% | -2.0% | -3.0% |
| 3M | -19.0% | -8.2% | -10.8% | -18.7% |
| 6M | +17.7% | -45.0% | +62.7% | +17.6% |
| YTD | -7.8% | +59.0% | -66.8% | -8.6% |
| 1Y | -1.4% | +59.1% | -60.4% | -2.7% |
| All | -1.4% | +53.6% | -55.0% | -2.7% |
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