-26.4%
IT vs WOLF
+37.9%
-64.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.0% | +0.2% |
| 7D | +1.1% | +4.4% | -3.3% | +1.5% |
| 30D | -1.8% | +1.0% | -2.9% | -1.0% |
| 3M | +4.8% | -21.2% | +26.0% | +4.5% |
| 6M | +33.0% | -60.3% | +93.3% | +30.9% |
| YTD | -23.8% | +42.6% | -66.5% | -26.8% |
| 1Y | -16.5% | +36.5% | -53.0% | -19.9% |
| All | -26.4% | +37.9% | -64.4% | -29.1% |
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 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