+47.6%
ON vs WOLF
-3.0%
+50.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.3% |
| 7D | -5.8% | -14.5% | +8.6% | -1.8% |
| 30D | -17.1% | -32.0% | +14.9% | -8.3% |
| 3M | -11.8% | -15.8% | +4.0% | -9.6% |
| 6M | -30.2% | -36.6% | +6.4% | -23.3% |
| YTD | +31.6% | +30.9% | +0.7% | +17.8% |
| 1Y | +47.6% | +4.1% | +43.5% | +35.5% |
| All | +47.6% | -3.0% | +50.6% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling