-7.7%
LOW vs WOLF
+37.9%
-45.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.5% | +0.1% |
| 7D | +1.4% | +4.4% | -3.0% | +1.4% |
| 30D | +21.7% | +1.0% | +20.7% | +21.7% |
| 3M | +5.0% | -21.2% | +26.2% | +5.1% |
| 6M | +4.6% | -60.3% | +64.9% | +5.4% |
| YTD | -3.5% | +42.6% | -46.1% | -6.7% |
| 1Y | +0.5% | +36.5% | -36.0% | -2.8% |
| All | -7.7% | +37.9% | -45.6% | -11.0% |
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