-20.1%
JD vs WOLF
+47.3%
-67.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.2% |
| 7D | -4.0% | +30.2% | -34.2% | -4.6% |
| 30D | +2.7% | -7.2% | +9.9% | +2.7% |
| 3M | -13.0% | -16.4% | +3.4% | -13.0% |
| 6M | -12.7% | -50.7% | +37.9% | -11.7% |
| YTD | -0.8% | +52.3% | -53.1% | -5.1% |
| 1Y | -8.9% | +35.6% | -44.5% | -12.8% |
| All | -20.1% | +47.3% | -67.4% | -22.4% |
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 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