+45.7%
GLW vs WOLF
+45.1%
+0.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.8% | -0.5% | +6.1% |
| 7D | -5.9% | +25.3% | -31.2% | -12.6% |
| 30D | -26.0% | -14.7% | -11.3% | -23.0% |
| 3M | -29.9% | -20.5% | -9.3% | -26.1% |
| 6M | -37.8% | -43.9% | +6.2% | -29.3% |
| YTD | +33.1% | +50.0% | -16.9% | +22.8% |
| 1Y | +36.8% | +45.5% | -8.7% | +26.2% |
| All | +45.7% | +45.1% | +0.6% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling