-38.2%
KWEB vs WOLF
+39.8%
-78.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.7% | +6.4% | -1.0% |
| 7D | -4.3% | -6.2% | +1.9% | -4.0% |
| 30D | -13.0% | -16.5% | +3.5% | -12.4% |
| 3M | -7.6% | -42.0% | +34.5% | -5.7% |
| 6M | -21.1% | +51.8% | -72.9% | -25.9% |
| YTD | -28.2% | +44.6% | -72.8% | -32.7% |
| All | -38.2% | +39.8% | -78.0% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling