-32.8%
LEN vs WOLF
+47.3%
-80.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -3.1% |
| 7D | -8.7% | +30.2% | -39.0% | -9.2% |
| 30D | +11.6% | -7.2% | +18.8% | +11.8% |
| 3M | -1.3% | -16.4% | +15.1% | -0.8% |
| 6M | -1.4% | -50.7% | +49.2% | 0.0% |
| YTD | -16.9% | +52.3% | -69.1% | -17.7% |
| 1Y | -31.2% | +35.6% | -66.8% | -32.2% |
| All | -32.8% | +47.3% | -80.1% | -33.0% |
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