+93.3%
MRK vs WOLF
+60.4%
+32.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -0.9% | +9.8% | -10.7% | -1.0% |
| 30D | +15.5% | -12.1% | +27.6% | +15.6% |
| 3M | +25.1% | -47.9% | +73.0% | +26.7% |
| 6M | +30.1% | +74.3% | -44.2% | +25.2% |
| YTD | +43.1% | +65.9% | -22.8% | +37.4% |
| All | +93.3% | +60.4% | +32.9% | +86.5% |
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 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