+97.7%
LLY vs WOLF
+47.3%
+50.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.7% |
| 7D | +4.6% | +30.2% | -25.6% | +4.7% |
| 30D | +22.4% | -7.2% | +29.6% | +22.4% |
| 3M | +17.1% | -16.4% | +33.5% | +17.2% |
| 6M | +44.6% | -50.7% | +95.3% | +46.5% |
| YTD | +33.5% | +52.3% | -18.8% | +29.5% |
| 1Y | +41.1% | +35.6% | +5.5% | +36.6% |
| All | +97.7% | +47.3% | +50.4% | +87.2% |
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 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