+35.7%
KO vs WOLF
+39.8%
-4.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.7% | +8.1% | 0.0% |
| 7D | -1.1% | -6.2% | +5.1% | -1.3% |
| 30D | +1.6% | -16.5% | +18.1% | +1.0% |
| 3M | +5.8% | -42.0% | +47.8% | +4.6% |
| 6M | +14.3% | +51.8% | -37.5% | +13.9% |
| YTD | +27.3% | +44.6% | -17.3% | +26.9% |
| All | +35.7% | +39.8% | -4.1% | +35.2% |
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