+59.3%
GEV vs WOLF
+44.0%
+15.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.1% |
| 7D | +1.6% | -8.6% | +10.2% | +3.2% |
| 30D | -7.9% | -18.3% | +10.3% | -4.9% |
| 3M | +5.6% | -43.1% | +48.7% | +13.6% |
| 6M | +13.1% | +42.4% | -29.4% | +2.5% |
| YTD | +46.7% | +48.9% | -2.1% | +31.7% |
| All | +59.3% | +44.0% | +15.3% | +42.0% |
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