+20.0%
P vs WOLF
+57.5%
-37.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +0.5% |
| 7D | +6.5% | +9.7% | -3.1% | +5.0% |
| 30D | +18.8% | +12.5% | +6.3% | +15.7% |
| 3M | +26.7% | -57.7% | +84.5% | +38.3% |
| 6M | +62.2% | +37.7% | +24.5% | +44.4% |
| YTD | +48.5% | +62.8% | -14.3% | +28.4% |
| All | +20.0% | +57.5% | -37.5% | +4.1% |
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 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