+31.9%
OUST vs WOLF
+57.5%
-25.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -4.0% | -0.4% |
| 7D | +5.2% | +9.7% | -4.4% | +1.6% |
| 30D | -19.3% | +12.5% | -31.8% | -24.1% |
| 3M | -22.6% | -57.7% | +35.1% | +0.1% |
| 6M | +62.8% | +37.7% | +25.1% | +49.9% |
| YTD | +68.3% | +62.8% | +5.5% | +48.0% |
| All | +31.9% | +57.5% | -25.6% | +26.2% |
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