-37.1%
ONON vs WOLF
+44.0%
-81.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.9% |
| 7D | -2.1% | -8.6% | +6.5% | -1.6% |
| 30D | -11.6% | -18.3% | +6.7% | -10.8% |
| 3M | -30.1% | -43.1% | +13.0% | -28.0% |
| 6M | -30.5% | +42.4% | -72.9% | -35.4% |
| YTD | -41.0% | +48.9% | -89.9% | -45.9% |
| All | -37.1% | +44.0% | -81.1% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling