+21.5%
M vs WOLF
+51.6%
-30.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.5% | +1.4% | -3.9% |
| 7D | -4.1% | +2.4% | -6.4% | -4.2% |
| 30D | -13.6% | -6.9% | -6.7% | -13.4% |
| 3M | -2.3% | -44.1% | +41.8% | -0.4% |
| 6M | +21.9% | +53.6% | -31.7% | +16.7% |
| YTD | -0.6% | +56.7% | -57.3% | -5.3% |
| All | +21.5% | +51.6% | -30.0% | +15.2% |
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