+39.0%
GOOGL vs WOLF
+57.5%
-18.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.4% |
| 7D | -2.3% | +9.7% | -12.0% | -2.8% |
| 30D | -6.6% | +12.5% | -19.2% | -7.5% |
| 3M | -9.0% | -57.7% | +48.7% | -5.9% |
| 6M | +11.8% | +37.7% | -25.9% | +8.5% |
| YTD | +8.3% | +62.8% | -54.6% | +5.4% |
| All | +39.0% | +57.5% | -18.5% | +34.5% |
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