+34.8%
JCI vs WOLF
+51.6%
-16.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.6% |
| 7D | +4.1% | +2.4% | +1.7% | +3.9% |
| 30D | -3.8% | -6.9% | +3.1% | -3.4% |
| 3M | -1.6% | -44.1% | +42.4% | +1.2% |
| 6M | +9.5% | +53.6% | -44.1% | +5.0% |
| YTD | +21.7% | +56.7% | -35.0% | +16.5% |
| All | +34.8% | +51.6% | -16.8% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling