-19.6%
JD vs WOLF
+60.4%
-80.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -2.1% |
| 7D | -0.8% | +9.8% | -10.6% | -1.0% |
| 30D | -16.0% | -12.1% | -3.9% | -15.8% |
| 3M | -3.2% | -47.9% | +44.7% | -1.3% |
| 6M | +6.1% | +74.3% | -68.2% | +2.0% |
| YTD | -0.1% | +65.9% | -66.0% | -4.3% |
| All | -19.6% | +60.4% | -80.0% | -21.8% |
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