+111.7%
GLW vs WOLF
+51.6%
+60.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +3.2% |
| 7D | +16.9% | +2.4% | +14.5% | +16.0% |
| 30D | +7.0% | -6.9% | +13.9% | +9.1% |
| 3M | -3.0% | -44.1% | +41.1% | +11.3% |
| 6M | +31.0% | +53.6% | -22.6% | +21.2% |
| YTD | +93.4% | +56.7% | +36.7% | +78.4% |
| All | +111.7% | +51.6% | +60.2% | +97.1% |
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