-50.2%
GRAB vs WOLF
+51.6%
-101.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.5% | -0.9% | -6.2% |
| 7D | -13.9% | +2.4% | -16.2% | -14.0% |
| 30D | -17.2% | -6.9% | -10.3% | -17.0% |
| 3M | -7.9% | -44.1% | +36.2% | -5.8% |
| 6M | -23.2% | +53.6% | -76.8% | -28.6% |
| YTD | -39.1% | +56.7% | -95.8% | -43.7% |
| All | -50.2% | +51.6% | -101.8% | -53.5% |
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 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