-1.6%
F vs WOLF
+39.8%
-41.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.8% | -9.2% | +0.2% |
| 7D | -0.6% | +25.3% | -25.9% | -1.8% |
| 30D | +2.9% | -14.7% | +17.5% | +3.5% |
| 3M | -9.5% | -20.5% | +11.1% | -8.9% |
| 6M | +4.0% | -43.9% | +48.0% | +7.4% |
| YTD | -1.3% | +50.0% | -51.3% | -4.7% |
| All | -1.6% | +39.8% | -41.4% | -6.5% |
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 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