-26.1%
IT vs WOLF
+53.8%
-79.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +2.6% |
| 7D | -6.8% | +21.5% | -28.3% | -5.1% |
| 30D | -0.6% | -1.2% | +0.7% | +0.2% |
| 3M | +3.1% | -8.2% | +11.2% | +4.0% |
| 6M | +25.5% | -45.0% | +70.5% | +24.4% |
| YTD | -23.5% | +59.0% | -82.5% | -25.8% |
| 1Y | -16.6% | +59.1% | -75.7% | -19.6% |
| All | -26.1% | +53.8% | -79.9% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling