+37.2%
M vs WOLF
-3.0%
+40.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +6.0% | +7.5% |
| 7D | +8.3% | -14.5% | +22.7% | +9.3% |
| 30D | +14.2% | -32.0% | +46.2% | +16.8% |
| 3M | -1.1% | -15.8% | +14.7% | -0.9% |
| 6M | +36.6% | -36.6% | +73.2% | +36.9% |
| YTD | +19.8% | +30.9% | -11.1% | +10.6% |
| 1Y | +37.2% | +4.1% | +33.1% | +26.9% |
| All | +37.2% | -3.0% | +40.2% | +26.9% |
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 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