+48.4%
MAR vs WOLF
+29.9%
+18.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +6.0% | -0.3% |
| 7D | +1.6% | +4.4% | -2.8% | +1.5% |
| 30D | +13.8% | +1.0% | +12.8% | +13.7% |
| 3M | +20.3% | -21.2% | +41.5% | +20.5% |
| 6M | +21.3% | -60.3% | +81.7% | +23.3% |
| YTD | +37.2% | +42.6% | -5.4% | +27.0% |
| 1Y | +48.4% | +36.5% | +11.9% | +37.2% |
| All | +48.4% | +29.9% | +18.6% | +37.2% |
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