+10.9%
LIN vs WOLF
+13.1%
-2.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.7% | +10.0% | -0.7% |
| 7D | +3.6% | -18.4% | +22.0% | +3.6% |
| 30D | +6.4% | -36.0% | +42.4% | +6.5% |
| 3M | +6.5% | -19.2% | +25.7% | +6.4% |
| 6M | +4.9% | -44.4% | +49.3% | +4.8% |
| YTD | +23.4% | +16.9% | +6.5% | +22.4% |
| 1Y | +26.3% | +0.5% | +25.8% | +24.7% |
| All | +10.9% | +13.1% | -2.2% | +9.4% |
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