+50.6%
LYB vs WOLF
-3.0%
+53.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.7% |
| 7D | -6.2% | -14.5% | +8.2% | -6.8% |
| 30D | +6.3% | -32.0% | +38.3% | +4.9% |
| 3M | +4.1% | -15.8% | +19.9% | +3.9% |
| 6M | -15.5% | -36.6% | +21.1% | -14.8% |
| YTD | +50.2% | +30.9% | +19.3% | +53.2% |
| 1Y | +50.6% | +4.1% | +46.5% | +50.7% |
| All | +50.6% | -3.0% | +53.6% | +50.7% |
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 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