+11.2%
P vs WOLF
+39.8%
-28.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.8% | -3.5% | +4.2% |
| 7D | -9.6% | +25.3% | -34.9% | -13.6% |
| 30D | -33.4% | -14.7% | -18.8% | -31.8% |
| 3M | +14.2% | -20.5% | +34.7% | +17.0% |
| 6M | +31.6% | -43.9% | +75.5% | +35.9% |
| YTD | +53.5% | +50.0% | +3.4% | +29.5% |
| All | +11.2% | +39.8% | -28.6% | -9.0% |
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 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