+1.5%
F vs WOLF
-46.2%
+47.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.4% | -2.6% |
| 7D | -3.9% | +30.2% | -34.1% | -5.4% |
| 30D | -0.5% | -7.2% | +6.8% | -0.2% |
| 3M | -12.9% | -16.4% | +3.5% | -12.3% |
| 6M | +1.5% | -50.7% | +52.2% | +9.8% |
| All | +1.5% | -46.2% | +47.7% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling