+50.0%
JNJ vs WOLF
+39.8%
+10.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.7% | +7.5% | -0.5% |
| 7D | -4.3% | -6.2% | +1.9% | -4.5% |
| 30D | +3.0% | -16.5% | +19.5% | +2.7% |
| 3M | +12.2% | -42.0% | +54.3% | +11.6% |
| 6M | +10.5% | +51.8% | -41.3% | +8.9% |
| YTD | +30.8% | +44.6% | -13.8% | +29.0% |
| All | +50.0% | +39.8% | +10.1% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling