+25.3%
MAR vs WOLF
+51.6%
-26.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.4% | +0.8% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | -4.7% | -6.9% | +2.2% | -4.6% |
| 3M | -15.6% | -44.1% | +28.5% | -15.0% |
| 6M | +1.2% | +53.6% | -52.4% | -1.0% |
| YTD | +7.5% | +56.7% | -49.2% | +5.1% |
| All | +25.3% | +51.6% | -26.3% | +21.8% |
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