+38.2%
GLW vs WOLF
+53.6%
-15.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.5% | +1.9% | +5.4% |
| 7D | +1.4% | +21.5% | -20.0% | -5.5% |
| 30D | -18.2% | -1.2% | -17.0% | -18.8% |
| 3M | -24.2% | -8.2% | -16.0% | -23.4% |
| 6M | -41.7% | -45.0% | +3.3% | -33.0% |
| YTD | +38.3% | +59.0% | -20.7% | +20.1% |
| 1Y | +38.2% | +59.1% | -20.9% | +20.4% |
| All | +38.2% | +53.6% | -15.4% | +20.4% |
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