+21.7%
MAR vs WOLF
-46.2%
+67.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | -1.1% |
| 7D | +1.8% | +30.2% | -28.4% | +2.1% |
| 30D | +14.3% | -7.2% | +21.5% | +14.2% |
| 3M | +20.0% | -16.4% | +36.4% | +19.8% |
| 6M | +21.7% | -50.7% | +72.4% | +22.7% |
| All | +21.7% | -46.2% | +67.9% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling