-18.9%
JD vs WOLF
+37.9%
-56.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.9% | +1.6% |
| 7D | -4.1% | +4.4% | -8.5% | -4.2% |
| 30D | +4.6% | +1.0% | +3.6% | +4.4% |
| 3M | -4.7% | -21.2% | +16.5% | -4.6% |
| 6M | -17.4% | -60.3% | +43.0% | -15.6% |
| YTD | +0.7% | +42.6% | -41.9% | -3.5% |
| 1Y | -5.9% | +36.5% | -42.4% | -9.9% |
| All | -18.9% | +37.9% | -56.8% | -21.1% |
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