+2.0%
OMC vs WOLF
+51.6%
-49.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.1% | -3.6% |
| 7D | -4.2% | +2.4% | -6.6% | -4.2% |
| 30D | -7.5% | -6.9% | -0.6% | -7.6% |
| 3M | +4.6% | -44.1% | +48.7% | +3.5% |
| 6M | -4.8% | +53.6% | -58.4% | -6.4% |
| YTD | -1.0% | +56.7% | -57.7% | -2.5% |
| All | +2.0% | +51.6% | -49.5% | -0.3% |
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 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