+87.5%
LLY vs WOLF
+32.2%
+55.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +16.8% | -17.6% | -0.7% |
| 7D | -4.5% | +8.2% | -12.7% | -4.4% |
| 30D | +13.9% | -24.2% | +38.1% | +13.9% |
| 3M | +13.8% | -13.8% | +27.5% | +13.5% |
| 6M | +37.6% | -44.8% | +82.4% | +38.1% |
| YTD | +26.6% | +36.6% | -10.0% | +22.9% |
| 1Y | +45.3% | +27.6% | +17.8% | +40.6% |
| All | +87.5% | +32.2% | +55.4% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling