+34.8%
JCI vs WOLF
+57.5%
-22.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.5% |
| 7D | +3.8% | +9.7% | -5.8% | +3.1% |
| 30D | -5.7% | +12.5% | -18.2% | -6.8% |
| 3M | -1.4% | -57.7% | +56.3% | +3.0% |
| 6M | +4.1% | +37.7% | -33.6% | 0.0% |
| YTD | +21.7% | +62.8% | -41.1% | +16.2% |
| All | +34.8% | +57.5% | -22.7% | +28.0% |
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