+22.0%
P vs WOLF
+60.4%
-38.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.4% |
| 7D | +7.8% | +9.8% | -1.9% | +6.3% |
| 30D | +12.3% | -12.1% | +24.5% | +13.9% |
| 3M | +37.1% | -47.9% | +85.0% | +46.0% |
| 6M | +66.1% | +74.3% | -8.2% | +43.1% |
| YTD | +50.9% | +65.9% | -14.9% | +30.1% |
| All | +22.0% | +60.4% | -38.5% | +5.5% |
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