+21.9%
LUV vs WOLF
+44.0%
-22.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.2% |
| 7D | -1.0% | -8.6% | +7.6% | -0.5% |
| 30D | -12.4% | -18.3% | +5.9% | -11.4% |
| 3M | -11.0% | -43.1% | +32.1% | -9.3% |
| 6M | -5.0% | +42.4% | -47.4% | -9.7% |
| YTD | -3.8% | +48.9% | -52.7% | -8.2% |
| All | +21.9% | +44.0% | -22.1% | +16.8% |
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