-54.4%
ORCL vs WOLF
+47.3%
-101.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.2% |
| 7D | +10.4% | +30.2% | -19.8% | +5.2% |
| 30D | -11.2% | -7.2% | -4.0% | -10.6% |
| 3M | -16.8% | -16.4% | -0.4% | -15.5% |
| 6M | -31.5% | -50.7% | +19.2% | -28.0% |
| YTD | -33.9% | +52.3% | -86.2% | -41.9% |
| 1Y | -43.3% | +35.6% | -78.9% | -49.3% |
| All | -54.4% | +47.3% | -101.6% | -58.1% |
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