+40.8%
M vs WOLF
+37.9%
+2.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.9% | +1.9% |
| 7D | +7.0% | +4.4% | +2.6% | +6.7% |
| 30D | +8.9% | +1.0% | +7.9% | +8.6% |
| 3M | +4.5% | -21.2% | +25.7% | +5.2% |
| 6M | +36.2% | -60.3% | +96.5% | +40.8% |
| YTD | +15.1% | +42.6% | -27.5% | +9.7% |
| 1Y | +27.4% | +36.5% | -9.1% | +21.1% |
| All | +40.8% | +37.9% | +2.8% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling