+129.7%
ILMN vs WOLF
+60.4%
+69.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.3% |
| 7D | +1.9% | +9.8% | -7.9% | +1.7% |
| 30D | +12.3% | -12.1% | +24.4% | +12.6% |
| 3M | +33.5% | -47.9% | +81.4% | +35.3% |
| 6M | +69.4% | +74.3% | -4.9% | +62.0% |
| YTD | +60.9% | +65.9% | -5.0% | +54.3% |
| All | +129.7% | +60.4% | +69.3% | +117.9% |
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