+15.1%
GEN vs WOLF
+53.6%
-38.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +2.2% |
| 7D | -0.8% | +21.5% | -22.3% | -0.2% |
| 30D | +31.2% | -1.2% | +32.5% | +31.6% |
| 3M | +6.1% | -8.2% | +14.2% | +6.4% |
| 6M | +38.1% | -45.0% | +83.1% | +37.7% |
| YTD | +14.4% | +59.0% | -44.6% | +12.6% |
| 1Y | +15.1% | +59.1% | -43.9% | +13.5% |
| All | +15.1% | +53.6% | -38.5% | +13.5% |
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