-2.1%
LQD vs WOLF
+44.0%
-46.1%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.1% |
| 7D | -1.1% | -8.6% | +7.5% | -1.0% |
| 30D | -1.3% | -18.3% | +17.0% | -1.2% |
| 3M | -3.2% | -43.1% | +39.9% | -3.0% |
| 6M | -2.1% | +42.4% | -44.5% | -2.5% |
| YTD | -2.4% | +48.9% | -51.2% | -2.7% |
| All | -2.1% | +44.0% | -46.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling