+11.3%
GE vs WOLF
+51.6%
-40.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -2.5% |
| 7D | -1.2% | +2.4% | -3.6% | -1.4% |
| 30D | -11.3% | -6.9% | -4.4% | -11.0% |
| 3M | -1.4% | -44.1% | +42.7% | +0.9% |
| 6M | +1.2% | +53.6% | -52.4% | -6.2% |
| YTD | +5.9% | +56.7% | -50.8% | -2.2% |
| All | +11.3% | +51.6% | -40.3% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling