-8.8%
IT vs WOLF
-3.0%
-5.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.6% |
| 7D | -5.5% | -14.5% | +9.0% | -6.7% |
| 30D | +10.3% | -32.0% | +42.4% | +6.8% |
| 3M | +11.5% | -15.8% | +27.3% | +11.4% |
| 6M | +40.3% | -36.6% | +76.9% | +35.5% |
| YTD | -17.9% | +30.9% | -48.8% | -18.7% |
| 1Y | -8.8% | +4.1% | -12.9% | -10.6% |
| All | -8.8% | -3.0% | -5.8% | -10.6% |
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