+137.5%
ILMN vs WOLF
+57.5%
+80.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.2% | -1.7% |
| 7D | +1.2% | +9.7% | -8.5% | +1.0% |
| 30D | +9.2% | +12.5% | -3.4% | +8.5% |
| 3M | +29.8% | -57.7% | +87.6% | +32.6% |
| 6M | +69.2% | +37.7% | +31.5% | +62.4% |
| YTD | +66.4% | +62.8% | +3.5% | +59.7% |
| All | +137.5% | +57.5% | +80.0% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling