-58.3%
ORCL vs WOLF
+32.2%
-90.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +16.8% | -16.0% | -2.1% |
| 7D | -11.2% | +8.2% | -19.4% | -12.5% |
| 30D | -18.8% | -24.2% | +5.3% | -15.5% |
| 3M | -18.8% | -13.8% | -5.0% | -18.0% |
| 6M | -39.7% | -44.8% | +5.0% | -37.5% |
| YTD | -39.6% | +36.6% | -76.3% | -45.9% |
| 1Y | -51.7% | +27.6% | -79.3% | -56.2% |
| All | -58.3% | +32.2% | -90.5% | -61.0% |
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