+108.6%
GLW vs WOLF
+60.4%
+48.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.9% | +5.7% | +7.0% |
| 7D | +14.0% | +9.8% | +4.2% | +10.9% |
| 30D | +0.4% | -12.1% | +12.5% | +4.1% |
| 3M | -11.3% | -47.9% | +36.5% | +3.2% |
| 6M | +35.1% | +74.3% | -39.2% | +21.4% |
| YTD | +90.5% | +65.9% | +24.7% | +72.9% |
| All | +108.6% | +60.4% | +48.1% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling