+20.2%
LUV vs WOLF
+51.6%
-31.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.6% | +0.4% |
| 7D | +0.7% | +2.4% | -1.7% | +0.5% |
| 30D | -13.4% | -6.9% | -6.6% | -13.2% |
| 3M | -9.6% | -44.1% | +34.5% | -7.9% |
| 6M | -8.9% | +53.6% | -62.5% | -13.7% |
| YTD | -5.2% | +56.7% | -61.8% | -9.7% |
| All | +20.2% | +51.6% | -31.4% | +14.8% |
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 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