-45.9%
LULU vs WOLF
+39.8%
-85.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.7% | +4.9% | -2.7% |
| 7D | -20.4% | -6.2% | -14.2% | -20.4% |
| 30D | -22.9% | -16.5% | -6.4% | -22.7% |
| 3M | -18.5% | -42.0% | +23.5% | -18.0% |
| 6M | -41.8% | +51.8% | -93.6% | -44.8% |
| YTD | -53.4% | +44.6% | -98.0% | -55.8% |
| All | -45.9% | +39.8% | -85.7% | -48.7% |
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