+36.6%
GOOGL vs WOLF
+39.8%
-3.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.7% | +8.3% | +0.9% |
| 7D | -2.8% | -6.2% | +3.4% | -2.6% |
| 30D | -3.2% | -16.5% | +13.3% | -2.5% |
| 3M | -6.6% | -42.0% | +35.4% | -4.7% |
| 6M | +8.5% | +51.8% | -43.4% | +6.1% |
| YTD | +6.5% | +44.6% | -38.1% | +4.2% |
| All | +36.6% | +39.8% | -3.2% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling