-9.7%
IBM vs WOLF
+47.3%
-56.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.5% |
| 7D | -0.3% | +30.2% | -30.5% | +0.1% |
| 30D | +6.8% | -7.2% | +14.0% | +6.7% |
| 3M | +4.4% | -16.4% | +20.8% | +4.2% |
| 6M | +13.2% | -50.7% | +63.8% | +12.9% |
| YTD | -15.1% | +52.3% | -67.4% | -15.7% |
| 1Y | -20.2% | +35.6% | -55.8% | -20.6% |
| All | -9.7% | +47.3% | -56.9% | -10.0% |
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