-9.8%
IBM vs WOLF
+45.1%
-54.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.8% | -9.3% | +0.6% |
| 7D | -2.5% | +25.3% | -27.8% | -2.2% |
| 30D | +8.4% | -14.7% | +23.0% | +8.1% |
| 3M | +4.5% | -20.5% | +25.0% | +4.2% |
| 6M | +7.9% | -43.9% | +51.8% | +7.5% |
| YTD | -15.2% | +50.0% | -65.2% | -15.8% |
| 1Y | -17.6% | +45.5% | -63.1% | -18.0% |
| All | -9.8% | +45.1% | -54.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling