+42.8%
ON vs WOLF
+60.4%
-17.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.9% |
| 7D | -2.2% | +9.8% | -11.9% | -4.5% |
| 30D | -12.4% | -12.1% | -0.3% | -10.1% |
| 3M | -41.2% | -47.9% | +6.7% | -33.4% |
| 6M | +25.0% | +74.3% | -49.3% | +10.4% |
| YTD | +31.3% | +65.9% | -34.6% | +15.8% |
| All | +42.8% | +60.4% | -17.6% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling