+36.1%
KO vs WOLF
+57.5%
-21.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.5% | -0.6% |
| 7D | -1.8% | +9.7% | -11.4% | -1.4% |
| 30D | +1.4% | +12.5% | -11.1% | +2.0% |
| 3M | +15.4% | -57.7% | +73.1% | +13.7% |
| 6M | +14.3% | +37.7% | -23.4% | +13.9% |
| YTD | +27.7% | +62.8% | -35.2% | +27.8% |
| All | +36.1% | +57.5% | -21.4% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling