+37.9%
LYB vs WOLF
+44.0%
-6.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -0.9% |
| 7D | +0.3% | -8.6% | +8.8% | +0.1% |
| 30D | +2.5% | -18.3% | +20.7% | +2.1% |
| 3M | +1.4% | -43.1% | +44.5% | +0.9% |
| 6M | -3.5% | +42.4% | -45.9% | -3.3% |
| YTD | +52.0% | +48.9% | +3.1% | +50.3% |
| All | +37.9% | +44.0% | -6.1% | +38.0% |
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