-18.3%
META vs WOLF
+13.1%
-31.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.7% | +6.7% | -3.3% |
| 7D | -3.1% | -18.4% | +15.3% | -2.0% |
| 30D | -18.1% | -36.0% | +17.9% | -16.2% |
| 3M | +2.9% | -19.2% | +22.0% | +3.2% |
| 6M | +0.2% | -44.4% | +44.6% | +1.5% |
| YTD | -8.1% | +16.9% | -25.0% | -15.1% |
| 1Y | -4.5% | +0.5% | -5.1% | -10.6% |
| All | -18.3% | +13.1% | -31.4% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling