+18.4%
EXPE vs WOLF
+45.1%
-26.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.8% | -9.8% | +0.3% |
| 7D | -13.3% | +25.3% | -38.6% | -12.5% |
| 30D | -5.5% | -14.7% | +9.2% | -5.7% |
| 3M | -16.5% | -20.5% | +4.1% | -16.5% |
| 6M | +13.1% | -43.9% | +57.0% | +12.9% |
| YTD | -8.0% | +50.0% | -58.0% | -6.2% |
| 1Y | +1.1% | +45.5% | -44.4% | +2.8% |
| All | +18.4% | +45.1% | -26.7% | +20.5% |
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