+2.7%
HYG vs WOLF
+39.8%
-37.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.7% | +7.3% | -0.4% |
| 7D | -0.7% | -6.2% | +5.5% | -0.7% |
| 30D | -0.6% | -16.5% | +15.9% | -0.4% |
| 3M | +0.4% | -42.0% | +42.5% | +0.7% |
| 6M | +1.2% | +51.8% | -50.6% | +0.4% |
| YTD | +1.5% | +44.6% | -43.1% | +0.7% |
| All | +2.7% | +39.8% | -37.1% | +2.0% |
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