+40.9%
GLW vs WOLF
+45.7%
-4.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -11.1% | +17.0% | -28.1% | -15.6% |
| 30D | -28.4% | -14.3% | -14.1% | -25.6% |
| 3M | -28.8% | -10.5% | -18.3% | -27.5% |
| 6M | -39.8% | -43.7% | +3.9% | -31.8% |
| YTD | +28.7% | +50.7% | -21.9% | +18.6% |
| 1Y | +27.7% | +46.7% | -19.0% | +17.6% |
| All | +40.9% | +45.7% | -4.8% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling