-24.7%
LVS vs WOLF
+37.9%
-62.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.3% | +9.0% | +2.7% |
| 7D | -0.8% | +4.4% | -5.2% | -0.8% |
| 30D | +10.0% | +1.0% | +9.0% | +10.0% |
| 3M | -11.0% | -21.2% | +10.2% | -11.0% |
| 6M | -20.1% | -60.3% | +40.2% | -20.0% |
| YTD | -36.3% | +42.6% | -79.0% | -39.1% |
| 1Y | -36.8% | +36.5% | -73.3% | -39.5% |
| All | -24.7% | +37.9% | -62.6% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling