-32.8%
LEN vs WOLF
+37.9%
-70.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.4% | +0.2% |
| 7D | -5.8% | +4.4% | -10.2% | -5.9% |
| 30D | +13.7% | +1.0% | +12.7% | +13.6% |
| 3M | -3.9% | -21.2% | +17.3% | -3.4% |
| 6M | -0.4% | -60.3% | +60.0% | +1.6% |
| YTD | -16.8% | +42.6% | -59.5% | -17.6% |
| 1Y | -29.5% | +36.5% | -66.0% | -30.2% |
| All | -32.8% | +37.9% | -70.7% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling